Maximization of the probability function: an algorithm based on the star-shaped approximation

MaRDI QIDQ1882170zbMATH OpenFDO

Authors Kurt Marti, G. L. Tret'yakov

Publication date 19 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

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