Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function

DOI10.1134/S0005117920100033zbMath1454.93294OpenAlexW3102562360MaRDI QIDQ828510

A. N. Tarasov, V. M. Azanov

Publication date: 9 January 2021

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

Full work available at URL: https://doi.org/10.1134/s0005117920100033

zbMATH Keywords

dynamic programmingdiscrete-time systemsstochastic optimal controlinverted pendulumBellman functionprobabilistic criterion

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (1)

Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement

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