Zum maximumprinzip für zeitdlskrete semilineare steiierbare stochastische dynaraische systeme

DOI10.1080/02331938608843176zbMath0613.93065OpenAlexW2018996206MaRDI QIDQ4721947

Hans-Otfried Müller

Publication date: 1986

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938608843176

zbMATH Keywords

maximum principlessemilineardiscrete-time stochastic control systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Maximum principles for discrete-time nonlinear stochastic control systems

Cites Work

• Unnamed Item
• On the extension of von Neumann-Aumann's theorem
• The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints

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