Asymptotic solution of a singularly perturbed set of functional-differential equations of Riccati type encountered in the optimal control theory

1998 ◽  
Vol 5 (4) ◽  
pp. 491-515 ◽  
Author(s):  
Valery Y. Glizer
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Control Theory ◽  
Asymptotic Solution ◽  
Optimal Control Theory ◽  
Functional Differential Equations ◽  
Singularly Perturbed ◽  
Functional Differential

scholarly journals Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays

Mathematics ◽  
2021 ◽  
Vol 9 (16) ◽  
pp. 1956
Author(s):  
Yong Han Kang ◽  
Jin-Mun Jeong
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Functional Differential Equations ◽  
Time Optimal Control ◽  
Optimal Controls ◽  
Stochastic Functional Differential Equations ◽  
Time Optimal ◽  
Target Set ◽  
Functional Differential ◽  
Stochastic Functional

The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the equations contain unbounded principal operators. Our research approach is to construct a fundamental solution for corresponding linear systems and establish variations of a constant formula of solutions for given stochastic equations. The existence result of time-optimal controls for one point target set governed by the given semilinear stochastic equation is also established.

Sign in / Sign up

Export Citation Format

Share Document