Feedback controls for stochastic equations with monotone coefficients |
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Authors: | M. A. Karabash |
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Affiliation: | (1) Donets State University, USSR |
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Abstract: | We study the behavior of step approximations of solutions of stochastic evolution equations. The results obtained are applied to controlled stochastic equations. Under certain assumptions about the cost functional and the coefficients of the equation the coincidence of optimal costs for the classes of feedback controls and generalized control is proved.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 28–33, 1988. |
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