Optimal feedback solution of a constrained stochastic one-storage model

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1514(199711/12)18:6<445::AID-OCA609>3.0.CO;2-E" /><445::AID-OCA609>3.0.CO;2-E 10.1002/(SICI)1099-1514(199711/12)18:6<445::AID-OCA609>3.0.CO;2-EzbMath0901.49029OpenAlexW1993680839MaRDI QIDQ4398190

Claus Jørgensen, Hans F. Ravn

Publication date: 26 November 1998

Full work available at URL: https://doi.org/10.1002/(sici)1099-1514(199711/12)18:6<445::aid-oca609>3.0.co;2-e

zbMATH Keywords

stochastic optimizationdynamic programmingoptimal feedback solutiondiscrete time linear quadratic optimal control problemhydropower schedulingtemperature control of a greenhouse

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

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