Optimal programmed control of stochastic plants with constraints on the state for each time instant

zbMATH Open0554.93074MaRDI QIDQ760406

V. A. Yakubovich, Nikolai Dokuchaev

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic maximum principleinequality and equality constraintsstochastic plant

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving randomness (49K45)

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