Abstract

A methodology is obtained that makes it possible to synthesize an optimal control for stochastic systems of functional-differential equations with the entire prehistory and a small parameter and takes into account continuous Wiener-type and discontinuous Poisson-type perturbations. It is proved that the sought-for control can be found as an optimal control of some auxiliary problem.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call