A parametric problem of optimal stochastic control
From MaRDI portal
Recommendations
- A multicriteria model of optimal control of a stochastic linear system
- Solution of an optimal control problem for a class of discrete stochastic two-parameter systems
- On a discrete optimal control problem with incomplete information
- Algorithms for solving stochastic discrete optimal control problems on networks
- Algorithms for solving stochastic discrete optimal control problems on networks
Cited in
(10)- Logarithmic transformations for discrete-time, finite-horizon stochastic control problems
- Parametric network utility maximization problem
- scientific article; zbMATH DE number 4014596 (Why is no real title available?)
- Structures and methods of dynamical decision-making
- scientific article; zbMATH DE number 3147809 (Why is no real title available?)
- A parametric stochastic optimal control problem
- Solution of an optimal control problem for a class of discrete stochastic two-parameter systems
- The optimum stochastic control for a problem with random cost incursion times
- Parameter-dependent stochastic optimal control in finite discrete time
- Pareto optimal solutions for stochastic dynamic programming problems via Monte Carlo simulation
This page was built for publication: A parametric problem of optimal stochastic control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3362755)