{
  "id": "1101.0266",
  "version": "v1",
  "published": "2010-12-31T15:51:37.000Z",
  "updated": "2010-12-31T15:51:37.000Z",
  "title": "A frequency criterion for the existence of an optimal control for Ito equations",
  "authors": [
    "Nikolai Dokuchaev"
  ],
  "journal": "Vestnik Lenigrad Univ. Mathematics. 16, 1984, pp. 41-47",
  "categories": [
    "math.OC"
  ],
  "abstract": "The following optimization problem is considered. For a linear vector Ito equation. it is required to find an optimal deterministic control vector which minimizes a quadratic the functional. A necessary and sufficient condition for the existence of a optimal control are formulated in the form of frequency inequalities. It is shown that an optimal control can be found by solving a certain linear-quadratic deterministic optimization problem.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-12-31T15:51:37.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "optimal control",
      "frequency criterion",
      "optimal deterministic control vector",
      "linear vector ito equation",
      "linear-quadratic deterministic optimization problem"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1101.0266D"
    }
  }
}