Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888)
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scientific article; zbMATH DE number 7620850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving the cost to go with time penalization using the Lagrange optimization approach |
scientific article; zbMATH DE number 7620850 |
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Solving the cost to go with time penalization using the Lagrange optimization approach (English)
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21 November 2022
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time penalization
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Lagrange
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continuous time
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optimization
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Markov chains
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