Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (Q6094341)
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scientific article; zbMATH DE number 7737063
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| English | Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement |
scientific article; zbMATH DE number 7737063 |
Statements
Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (English)
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13 September 2023
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discrete-time systems
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stochastic optimal control
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probabilistic criterion
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dynamic programming
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Bellman function
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time-invariant systems
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unbounded control
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0.8650057911872864
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0.8600782155990601
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0.8107240796089172
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0.7932954430580139
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