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Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement - MaRDI portal

Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (Q6094341)

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scientific article; zbMATH DE number 7737063
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Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
scientific article; zbMATH DE number 7737063

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    Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (English)
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    13 September 2023
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    discrete-time systems
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    stochastic optimal control
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    probabilistic criterion
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    dynamic programming
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    Bellman function
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    time-invariant systems
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    unbounded control
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