Convexity and convex approximations of discrete-time stochastic control problems with constraints (Q644284)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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