Successive approximations to optimal control of quasilinear stochastic difference second kind volterra equations

Author

Kuchkina, N. ; Shaikhet, L.

Author_Institution

Dept. of Math., Inf. & Comput., Donetsk State Acad. of Manage., Donetsk, Ukraine

fYear

1997

fDate

1-7 July 1997

Firstpage

3252

Lastpage

3257

Abstract

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see for example [1-3]). In this paper the successive approximations to the optimal control of the stochastic quasilinear difference second kind Volterra equation are constructed. For stochastic integro-functional equations analogous results were obtained in [4,5].

Keywords

Volterra equations; approximation theory; difference equations; optimal control; stability; optimal control; quasilinear stochastic difference second kind Volterra equations; stochastic integro-functional equations; successive approximation; Aerospace electronics; Approximation methods; Difference equations; Europe; Informatics; Optimal control; Discrete time; Optimal control; Stochastic;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 1997 European

Conference_Location

Brussels

Print_ISBN

978-3-9524269-0-6

Type

conf

Filename

7082612

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=700980