Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396): Difference between revisions

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+Autonomous implementation of dynamic operations in a geostationary orbit. I: Formalization of control problem
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+Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
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+Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
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+On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
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+Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
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+Optimal control of the investment portfolio with respect to the quantile criterion
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