Browsing by Subject "Necessary conditions of optimality"
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Article
Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls
(2013)In this paper, we consider nonconvex control problems of stochastic differential equations driven by relaxed controls adapted, in the weak star sense, to a current of sigma algebras generated by observable processes. We ...
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Conference Object
Team optimality conditions of differential decision systems with nonclasssical information structures
(Institute of Electrical and Electronics Engineers Inc., 2014)We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a ...
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Conference Object
Team optimality conditions of differential decision systems with nonclasssical information structures
(Institute of Electrical and Electronics Engineers Inc., 2014)We derive team optimality conditions for differential decision systems with nonclassical information structures. The necessary conditions of optimality are given in terms of Hamiltonian system of equations consisting of a ...