On the existence of optimal control for general stochastic equations

Maria Stolarczyk

Published: 1990-01-30

Vol. 3 (1990)

On the existence of optimal control for general stochastic equations

Maria Stolarczyk

Abstract

In this paper we consider the problem of optimal control for general stochastic differential equation of Itô type. We prove the existence of solutions of this equation under weaker assumptions than in [2]. Moreover, we prove the compactness of the space of solutions and the existence of optimal control.

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Stolarczyk, M. (1990). On the existence of optimal control for general stochastic equations. Annales Mathematicae Silesianae, 3, 115–126. Retrieved from https://journals.us.edu.pl/index.php/AMSIL/article/view/14310

Vol. 3 (1990)
Published: 1990-01-30

ISSN: 0860-2107

eISSN: 2391-4238

10.1515/amsil

Publisher

University of Silesia Press

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