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http://hdl.handle.net/20.500.12128/14198| Title: | On the existence of optimal control for general stochastic equations |
| Authors: | Stolarczyk, Maria |
| Keywords: | differential equations; equations; stochastic equations |
| Issue Date: | 1990 |
| Citation: | Annales Mathematicae Silesianae, Nr 3 (1990), s. 115-126 |
| Abstract: | In this paper we consider the problem of optimal control for general stochastic differential equation of Itó type. We prove the existence of solutions of this equation under weaker assumptions than in [2]. Moreover, we prove the compactness of the space of solutions and the existence of optimal control. |
| URI: | http://hdl.handle.net/20.500.12128/14198 |
| ISSN: | 0860-2107 |
| Appears in Collections: | Artykuły (WNŚiT) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Stolarczyk_On_the_existence_of_optimal_control.pdf | 468,33 kB | Adobe PDF | View/Open |
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