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Sufficient Epsilon-Optimality Conditions for Systems with Random Quantization Period

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We formulate and prove sufficient epsilon-optimality conditions for stochastic optimal control dynamic systems with random quantization period and incomplete information about the state.

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Authors and Affiliations

  1. Moscow Aviation Institute (National Research University), 4, Volokokamskoe Shosse, Moscow, 125993, Russia

    K. A. Rybakov

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  1. K. A. Rybakov
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Correspondence to K. A. Rybakov.

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Translated from Problemy Matematicheskogo Analiza 110, 2021, pp. 81-88.

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Rybakov, K.A. Sufficient Epsilon-Optimality Conditions for Systems with Random Quantization Period. J Math Sci 255, 764–772 (2021). https://doi.org/10.1007/s10958-021-05413-3

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  • DOI: https://doi.org/10.1007/s10958-021-05413-3

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