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Optimal control of a finite dam with a sample path constraint - MaRDI portal

Optimal control of a finite dam with a sample path constraint (Q1905847)

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scientific article; zbMATH DE number 836462
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English
Optimal control of a finite dam with a sample path constraint
scientific article; zbMATH DE number 836462

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    Optimal control of a finite dam with a sample path constraint (English)
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    14 August 1996
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    finite dam
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    sample path constraint
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    Wiener process
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    optimal control
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    output policy
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