Near optimization of stochastic dynamic systems by decomposition and aggregation

DOI10.1002/OCA.699MaRDI QIDQ5317823zbMATH OpenOpenAlexFDO

Authors Suresh P. Sethi, Q. Zhang

Publication date 21 September 2005

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.699

zbMATH Keywords

decomposition and aggregationdynamical systemoptimal control

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cites work

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Cited in

(3)

• Near optimization of dynamic systems by decomposition and aggregation
• Decomposition of convex high dimensional aggregative stochastic control problems
• Approximate aggregation of linear stochastic systems

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