Conditions for the Existence of Optimal Control for Some Classes of Differential Equations on Time Scales
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DOI: 10.1007/s10958-017-3299-2
Abstract: We consider a class of problems of optimal control on finite and infinite time scales. For these problems, we establish sufficient conditions for the existence of optimal control formulated in terms of the right-hand sides… read more here.
Keywords: time scales; control; existence optimal; conditions existence ... See more keywords
Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations
Sign Up to like & getrecommendations! Published in 2017 at "Comptes Rendus Mathematique"
DOI: 10.1016/j.crma.2016.11.012
Abstract: Abstract We establish the existence of an optimal control for a system driven by a coupled forward–backward stochastic differential equation (FBDSE) whose diffusion coefficient may degenerate (i.e. are not necessary uniformly elliptic). The cost functional… read more here.
Keywords: system driven; control; existence optimal; coupled forward ... See more keywords