Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time
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Publication:2229542
DOI10.1134/S0005117920120012zbMath1457.93082OpenAlexW3127098494MaRDI QIDQ2229542
Publication date: 18 February 2021
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117920120012
dynamic programmingdiscrete-time systemsstochastic optimal controlBellman functionprobabilistic criterion
Cites Work
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