Optimal control of stochastic sequences with constraints

DOI10.1080/07362999708809473zbMath0896.93033OpenAlexW2084853886MaRDI QIDQ4381690

Aleksey B. Piunovskiy

Publication date: 1 April 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999708809473

zbMATH Keywords

optimal controldiscrete timeinequality constraints

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites Work

• Integral of a convex-hull-valued function
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