Generalized solutions in nonlinear stochastic control problems

SIAM Journal on Control and Optimization

Volumn 40, Issue 6, 2002, Pages 1724-1745

  Dufour, F ^a   Miller, Boris M ^b  

^a UNIVERSITÉ DE BORDEAUX   (France)

^b INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

Discontinuous time change; Generalized solutions; Impulse control; Nonlinear stochastic systems

Indexed keywords

CONSTRAINT THEORY; DIFFERENTIAL EQUATIONS; INTEGRAL EQUATIONS; MATHEMATICAL TRANSFORMATIONS; NONLINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; PROBABILITY; PROBLEM SOLVING;

IMPULSE CONTROL; NONLINEAR STOCHASTIC SYSTEMS; TIME TRANSFORMATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0036920089     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012900374221     Document Type: Article

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