Deterministic and stochastic optimization problems of bolza type in discrete time
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Publication:3317652
DOI10.1080/17442508308833276zbMath0534.49022OpenAlexW2058830470MaRDI QIDQ3317652
Roger J.-B. Wets, R. Tyrrell Rockafellar
Publication date: 1983
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508308833276
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Convexity of real functions of several variables, generalizations (26B25) Optimality conditions for problems involving randomness (49K45) Optimality conditions (49K99)
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