Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems

DOI10.1007/S001860100163zbMath1115.93096OpenAlexW2052287268MaRDI QIDQ1397025

Christiane Tammer, Wilfried Grecksch, Frank Heyde

Publication date: 16 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860100163

zbMATH Keywords

finite difference methodstochastic optimal controlminimum principleadjoint process

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimal stochastic control (93E20) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems

This page was built for publication: Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems