A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems

DOI10.1080/0233193031000079810zbMath1049.93088OpenAlexW1985130981MaRDI QIDQ4430667

Wilfried Grecksch, Christiane Tammer, Frank Heyde, George Isac

Publication date: 12 October 2003

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0233193031000079810

zbMATH Keywords

stochastic optimal controlmultiobjective optimizationapproximate solutionEkeland's variational principle

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Variational inequalities (49J40) Optimal stochastic control (93E20)

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