Expected value based optimal control for discrete-time stochastic noncausal systems
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Publication:2673535
DOI10.1007/s11590-021-01807-zzbMath1493.49029OpenAlexW3202900938MaRDI QIDQ2673535
Publication date: 10 June 2022
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-021-01807-z
optimal controlrecurrence equationbang-bang optimal controlquadratic inputstochastic noncausal system
Dynamic programming (90C39) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
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