Title :
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
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;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
