Abstract. This paper studies a class of non-Markovian and nonhomogeneous stochastic processes on a finite state space. Relying on a recent paper by Bena
This paper studies a theoretical problem of whether continuous state feedback and affine feedback are equivalent from the point of view of making an affine system defined on a sim...
We consider an optimal control problem governed by an ODE with memory playing the role of a control. We show the existence of an optimal solution and derive some necessary optimal...
We study a class of Markovian optimal stochastic control problems in which the controlled process Z is constrained to satisfy an a.s. constraint Z (T) G Rd+1 P - a.s. at some fi...