Convexity and convex approximations of discrete-time stochastic control problems with constraints (Q644284)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convexity and convex approximations of discrete-time stochastic control problems with constraints |
scientific article; zbMATH DE number 5967420
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convexity and convex approximations of discrete-time stochastic control problems with constraints |
scientific article; zbMATH DE number 5967420 |
Statements
Convexity and convex approximations of discrete-time stochastic control problems with constraints (English)
0 references
3 November 2011
0 references
stochastic processes
0 references
optimal control
0 references
probabilistic constraints
0 references
convex optimization
0 references
linear matrix inequalities
0 references
0 references
0 references
0 references
0 references
0 references
0.8113486170768738
0 references
0.8079482913017273
0 references
0.7934137582778931
0 references
