Nonlinear stochastic systems under constraints: Optimization of their control

DOI10.1023/A:1002846307107zbMath1092.93610OpenAlexW2474378760MaRDI QIDQ1778399

N. E. Rodnishchev

Publication date: 17 June 2005

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

Full work available at URL: https://doi.org/10.1023/a:1002846307107

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

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