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On the existence of an optimal control for a stochastic optimization problem with constraints (Q752462)

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scientific article; zbMATH DE number 4177983
Language Label Description Also known as
English
On the existence of an optimal control for a stochastic optimization problem with constraints
scientific article; zbMATH DE number 4177983

    Statements

    title
    On the existence of an optimal control for a stochastic optimization problem with constraints (English)
    0 references
    author
    Truong Chi Tin
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    publication date
    1989
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    review text
    This paper deals with a discrete-time stochastic optimization problem with constraints. The main result gives sufficient conditions for the existence of an optimal control. The proof is based on the dynamic programming approach. An application to the optimal control of the hydroelectric station ``Hoa Binh'' is shown.
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    zbMATH Keywords
    discrete-time stochastic optimization problem
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    Identifiers

    Mathematics Subject Classification ID
    49J55
    0 references
    93E20
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    49L20
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    zbMATH DE Number
    4177983
    0 references
     
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