Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two approaches to stochastic optimal control problems with a final-time expectation constraint |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two approaches to stochastic optimal control problems with a final-time expectation constraint |
scientific article |
Statements
Two approaches to stochastic optimal control problems with a final-time expectation constraint (English)
0 references
31 May 2018
0 references
stochastic optimal control
0 references
expectation and probability constraints
0 references
dynamic programming
0 references
Lagrange relaxation
0 references
