Explicit solutions for multivariate, discrete-time control problems under uncertainty

DOI10.1016/S0167-6911(98)00002-4MaRDI QIDQ1274249zbMATH OpenOpenAlexFDO

Authors Paolo Dai Pra, Wolfgang J. Runggaldier, Lorenzo Meneghini

Publication date 12 January 1999

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(98)00002-4

zbMATH Keywords

dynamic programming methodanalytic solutionnormsmin-max controlexplicitly solvable modelslinear infinite dimensional models

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55)

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Cites work

• scientific article; zbMATH DE number 3722445 (Why is no real title available?)
• scientific article; zbMATH DE number 733955 (Why is no real title available?)
• Approximations of Dynamic Programs, I
• Convergence of discretization procedures in dynamic programming
• Ellipsoidal calculus for estimation and control
• On the construction of nearly optimal strategies for a general problem of control of partially observed diffusions
• Probability methods for approximations in stochastic control and for elliptic equations

Cited in

(6)

• scientific article; zbMATH DE number 5116804 (Why is no real title available?)
• Process-based risk measures and risk-averse control of discrete-time systems
• Concepts and methods for discrete and continuous time control under uncertainty
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems
• A decision functional for multitime controllability
• Bayesian optimal control for a non-autonomous stochastic discrete time system

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