A Stochastic Control Model with Chance Constraints (Q4174611)
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scientific article; zbMATH DE number 3609558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Control Model with Chance Constraints |
scientific article; zbMATH DE number 3609558 |
Statements
A Stochastic Control Model with Chance Constraints (English)
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1978
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Feedback
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Nonlinear Deterministic Control Problem
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Chance Constraints
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Stochastic Control Model
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Necessary Optimality Condition
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Linear Stochastic Differential Equation
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