Optimal control problem for nonlinear stochastic difference second kind volterra equations

Computers and Mathematics with Applications

Volumn 34, Issue 9, 1997, Pages 65-73

  Kuchkina, N ^a   Shaikhet, L ^a  

^a Mariupol State University   (Ukraine)

Author keywords

Optimal control, stochastic difference equations, volterra difference equations

Indexed keywords

DIFFERENCE EQUATIONS; INTEGRAL EQUATIONS; NONLINEAR EQUATIONS;

STOCHASTIC DIFFERENCE EQUATIONS; VOLTERRA DIFFERENCE EQUATIONS;

OPTIMAL CONTROL SYSTEMS;

EID: 0031268697     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0898-1221(97)00189-2     Document Type: Article

References (7)

1. V.B. Kolmanovskii and L.E. Shaikhet, General method of Lyapunov functionals construction for stability investigations of stochastic difference equations, In Dynamical Systems and Applications, World Scientific Series In Applicable Analysis, Volume 4, pp. 397-439, (1995).
2. V.B. Kolmanovskii and A.M. Rodionov, On stability of some discrete Volterra processes (in Russian), Avtomatika i Telemekhanika 2, 3-13, (1995).
3. R.P Agarwal and P.Y.H. Pang, Opial Inequalities with Applications in Differential and Difference Equations, Kluwer Academic Publishers, (1995).
4. L.E Shaikhet, Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations, Appl. Math. Lett. 10 (3), 111-115, (1997).
5. N.V. Kuchkina and L.E. Shaikhet, Linear square optimal control problem for stochastic difference second kind Volterra equations, in Advances in Difference Equations II, Computers Math. Applic. (to appear).
6. R.P. Agarwal and L.E. Shaikhet, Linear square optimal control problem for stochastic difference equations with unknown parameters, Mathl. and Comput. Modelling 25 (2), 3-9, (1997).
7. V.B. Kolmanovskii and L.E. Shaikhet, Translations of mathematical monographs, In Control of Systems with Aftereffect, Volume 157, American Mathematical Society, Providence, RI, (1996).