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Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function - MaRDI portal

Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function (Q828510)

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scientific article; zbMATH DE number 7291711
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English
Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function
scientific article; zbMATH DE number 7291711

    Statements

    Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function (English)
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    9 January 2021
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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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    inverted pendulum
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