Explicit solutions for multivariate, discrete-time control problems under uncertainty
type: Item
instance of: scholarly article
title: Explicit solutions for multivariate, discrete-time control problems under uncertainty
zbMATH Open document ID: 0909.93042
DOI: 10.1016/S0167-6911(98)00002-4
author: Paolo Dai Pra
author: Wolfgang J. Runggaldier
author: Lorenzo Meneghini
published in: Systems \& Control Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 1238287
zbMATH Keywords: min-max control
zbMATH Keywords: dynamic programming method
zbMATH Keywords: linear infinite dimensional models
zbMATH Keywords: explicitly solvable models
zbMATH Keywords: analytic solution
zbMATH Keywords: norms
MaRDI profile type: Publication
cites work: Convergence of discretization procedures in dynamic programming
cites work: Q3911692
cites work: Q4326168
cites work: Ellipsoidal calculus for estimation and control
cites work: Probability methods for approximations in stochastic control and for elliptic equations
cites work: On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
cites work: Approximations of Dynamic Programs, I
full work available at URL: s0167-6911(98)00002-4
OpenAlex ID: W2043572825
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description: scientific article; zbMATH DE number 1238287