Probabilistic inequality constraints in stochastic optimal control theory

DOI10.1016/0022-247X(78)90281-0zbMath0403.93053OpenAlexW1995998638MaRDI QIDQ1256427

C. Anthony Cooper, M. Kemal Ozgoren, Richard W. Longman

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(78)90281-0

zbMATH Keywords

Linear SystemProbabilistic Inequality ConstraintsQuadratic Performance IndexStochastic Optimal Control Theory

Mathematics Subject Classification ID

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

Cites Work

• Lagrange Duality Theory for Convex Control Problems
• Some Types of Optimal Control of Stochastic Systems
• Unnamed Item
• Unnamed Item

This page was built for publication: Probabilistic inequality constraints in stochastic optimal control theory