Stochastic maximum principle in the optimal control of water resources systems

DOI10.1016/0022-247X(78)90248-2zbMath0389.49017OpenAlexW2068528183MaRDI QIDQ1250984

K. Appert

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(78)90248-2

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Hamilton-Jacobi theories (49L99)

Cites Work

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• A maximum principle for stochastic control systems
• A computational technique for optimal control problems with state variable constraint
• Quasilinearization and invariant imbedding. With applications to chemical engineering and adaptive control
• Discrete Stochastic Programming
• Optimal Regulation Policies for Finite Dams

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