Convex Duality and Generalized Solutions in Optimal Control Problem for Stopped Processes: The Deterministic Model (Q3988955)
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scientific article; zbMATH DE number 33613
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| English | Convex Duality and Generalized Solutions in Optimal Control Problem for Stopped Processes: The Deterministic Model |
scientific article; zbMATH DE number 33613 |
Statements
Convex Duality and Generalized Solutions in Optimal Control Problem for Stopped Processes: The Deterministic Model (English)
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28 June 1992
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stopped process
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Fenchel duality
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Bellman equation
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0.819580078125
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0.8140528202056885
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