Existence of Optimal Controls for a General Class of Impulsive Systems on Banach Spaces

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: N. U. Ahmed

On the Existence of Optimal controls of Hilbert Space-Valued Diffusions

JOURNAL ARTICLE published January 1994 in SIAM Journal on Control and Optimization

Authors: Dariusz Gatarek | Jarosław Sobczyk

An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Amarjit Budhiraja

Properties of Relaxed Trajectories for a Class of Nonlinear Evolution Equations on a Banach Space

JOURNAL ARTICLE published November 1983 in SIAM Journal on Control and Optimization

Authors: N. U. Ahmed

General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Shanjian Tang

Optimal Feedback Controls for a Class of Nonlinear Distributed Parameter Systems

JOURNAL ARTICLE published November 1983 in SIAM Journal on Control and Optimization

Authors: Viorel Barbu

Optimal Relaxed Controls for Infinite-Dimensional Stochastic Systems of Zakai Type

JOURNAL ARTICLE published September 1996 in SIAM Journal on Control and Optimization

Authors: N. U. Ahmed

Lipschitz Continuity of Optimal Controls for State Constrained Problems

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Grant N. Galbraith | Richard B. Vinter

Existence of Markov Controls and Characterization of Optimal Markov Controls

JOURNAL ARTICLE published March 1998 in SIAM Journal on Control and Optimization

Authors: Thomas G. Kurtz | Richard H. Stockbridge

Singular Optimal Stochastic Controls I: Existence

JOURNAL ARTICLE published May 1995 in SIAM Journal on Control and Optimization

Authors: Ulrich G. Haussmann | Wulin Suo

Existence of Solutions to Differential Inclusions and to Time Optimal Control Problems in the Autonomous Case

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Arrigo Cellina | António Ornelas

Erratum: "Existence of Markov Controls and Characterization of Optimal Markov Controls"

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Thomas G. Kurtz | Richard H. Stockbridge

On the Existence of Optimal Controls

JOURNAL ARTICLE published May 1990 in SIAM Journal on Control and Optimization

Authors: U. G. Haussmann | J. P. Lepeltier

On the Existence of Optimal Controls for Partially Observed Diffusions

JOURNAL ARTICLE published May 1982 in SIAM Journal on Control and Optimization

Authors: U. G. Haussmann

Weakly Coercive Problems in Nonlinear Stochastic Control: Existence of Optimal Controls

JOURNAL ARTICLE published January 2010 in SIAM Journal on Control and Optimization

Authors: M. Motta | C. Sartori

On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations

JOURNAL ARTICLE published March 1992 in SIAM Journal on Control and Optimization

Authors: Xun Yu Zhou

Existence of Optimal Controls for Stochastic Jump Processes

JOURNAL ARTICLE published July 1979 in SIAM Journal on Control and Optimization

Authors: C. B. Wan | M. H. A. Davis

Partially Observed Stochastic Evolution Equations on Banach Spaces and Their Optimal Lipschitz Feedback Control Law

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Authors: N. U. Ahmed

A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Michael Mania | Revaz Tevzadze

On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Giuseppina Guatteri | Federica Masiero