Linearization of controlled stochastic evolution systems in a Hilbert space.

Autor: Mel'nik, S.
Zdroj: Ukrainian Mathematical Journal; Apr1990, Vol. 42 Issue 4, p467-471, 5p
Abstrakt: We consider the control problem by a nonlinear stochastic evolution equation in a Hilbert space. It is proved that in a small neighborhood of zero a nonlinear problem can be approximated by a linear one with quadratic payoff function. We obtain a relation which allows us to extend the ɛ-optimal price to the boundary of the neighborhood. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index
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