Convexity and convex approximations of discrete-time stochastic control problems with constraints (Q644284): Difference between revisions

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Convexity and convex approximations of discrete-time stochastic control problems with constraints
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    Convexity and convex approximations of discrete-time stochastic control problems with constraints (English)
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    3 November 2011
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    stochastic processes
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    optimal control
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    probabilistic constraints
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    convex optimization
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    linear matrix inequalities
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