Generalized Solutions in Nonlinear Stochastic Control Problems
نویسندگان
چکیده
منابع مشابه
Generalized Solutions in Nonlinear Stochastic Control Problems
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within the class of generalized controls leading to impulse actions. Applying an approach of time transformation, developed recently for deterministic systems, the original control problem is shown to be equivalent to an opti...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2002
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012900374221