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A multicriteria model of optimal control of a stochastic linear system

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Publication:1287344
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zbMATH Open0931.93077MaRDI QIDQ1287344

A. B. Piunovskiy

Publication date: 20 February 2000

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




zbMATH Keywords

complete informationLagrangian multiplier methodPareto setBellman principlemethod of constraints


Mathematics Subject Classification ID

Optimal stochastic control (93E20)



Related Items (2)

Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents ⋮ Improved multiplex control systems: dynamic reliability and stochastic optimality






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