Geodesic
Optimal programmed controls: existence and approximation
Sbornik. Mathematics, Tome 192 (2001) no. 5, pp. 763-783

Voir la notice de l'article provenant de la source Math-Net.Ru

The existence of an optimal programmed control is proved for a Mayer problem with random parameters under sufficiently general conditions on a dynamical system. For obtaining suboptimal controls a method is considered that uses discretization of the distribution of the random parameters. It is shown that the results can be extended to problems with distributed parameters. 
@article{SM_2001_192_5_a5,
     author = {D. A. Khrychev},
     title = {Optimal programmed controls: existence and approximation},
     journal = {Sbornik. Mathematics},
     pages = {763--783},
     publisher = {mathdoc},
     volume = {192},
     number = {5},
     year = {2001},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_2001_192_5_a5/}
}
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D. A. Khrychev. Optimal programmed controls: existence and approximation. Sbornik. Mathematics, Tome 192 (2001) no. 5, pp. 763-783. http://geodesic.mathdoc.fr/item/SM_2001_192_5_a5/