Stochastic optimal control problems with nonconvex constraints

DOI10.1016/0021-8928(74)90029-XzbMath0303.93077OpenAlexW2096335416MaRDI QIDQ1216284

I. Ya. Kats, F. Kh. Abashev

Publication date: 1974

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(74)90029-x

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites Work

• On control problems with restricted coordinates
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic optimal control problems with nonconvex constraints