A distribution stability result for a stochastic optimal control problem

DOI10.1080/02331938708843256zbMath0628.93077OpenAlexW1999673516MaRDI QIDQ3765691

P. Doschkinov

Publication date: 1987

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938708843256

zbMATH Keywords

weak convergenceconvergence in distributionstochastic control problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Convergence of probability measures (60B10) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Random integral equations
• Stability in stochastic programming with recourse-estimated parameters
• Convergence of Dynamic Programming Models
• Solving stochastic programming problems with recourse including error bounds
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