Control of a linear stochastic system by a probability functional

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zbMath0942.93046MaRDI QIDQ1285404

A. N. Sotskij, A. I. Kibzun

Publication date: 21 August 2000

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

algorithm linear programming stochastic optimal control suboptimal control Benders' decomposition discrete-time linear stochastic system probability reachability

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Attainable sets, reachability (93B03)

Related Items (2)

On controlling stochastic sensitivity of oscillatory systems ⋮ On stochastic sensitivity control in discrete systems

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