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Stationary optimal control of a stochastic system with stable environmental interferences - MaRDI portal

Stationary optimal control of a stochastic system with stable environmental interferences

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Publication:1142990

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DOI10.1007/BF00934706zbMath0441.49038OpenAlexW2033903521MaRDI QIDQ1142990

Pan-Tai Liu

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934706

zbMATH Keywords

dynamic programming stochastic difference equations stable sequence of events stationary controls

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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