Title of article :
Optimal control problem for nonlinear stochastic difference second kind volterra equations
Author/Authors :
N. Kuchkina، نويسنده , , L. Shaikhet، نويسنده ,
Issue Information :
هفته نامه با شماره پیاپی سال 1997
Abstract :
The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see for example [1–6]). In this paper, the necessary optimality condition for nonlinear stochastic difference second kind Volterra equation are constructed. For stochastic integral-functional equations analogous results were obtained in [7].
Keywords :
Optimal control , Stochastic difference equations , Volterra difference equations
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications