Optimal control by random sequences with constraints

DOI10.1007/BF01156595MaRDI QIDQ1177828zbMATH OpenOpenAlexFDO

Authors V. M. Khametov, A. B. Piunovskiy

Publication date 26 June 1992

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01156595

zbMATH Keywords

linear programming problemControllable stochastic sequences

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

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• A model and methods of uniformly optimal stochastic control
• Strategic measures in optimal control problems for stochastic sequences
• Optimal control in a nonlinear sequential rendezvous problem
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• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• Optimal control criteria in truncated sequential analysis problems
• Optimal policies for constrained average-cost Markov decision processes
• Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement

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