Optimal feedback solution of a constrained stochastic one-storage model

DOI10.1002/(SICI)1099-1514(199711/12)18:6%3C445::AID-OCA609%3E3.0.CO;2-EMaRDI QIDQ4398190zbMATH OpenOpenAlexFDO

Authors Claus Jørgensen, Hans F. Ravn

Publication date 26 November 1998

Full work available at URL https://doi.org/10.1002/(sici)1099-1514(199711/12)18:6%3C445::aid-oca609%3E3.0.co;2-e

zbMATH Keywords

discrete time linear quadratic optimal control problemdynamic programminghydropower schedulingoptimal feedback solutionstochastic optimizationtemperature control of a greenhouse

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Stochastic programming (90C15) Dynamic programming (90C39) Optimal stochastic control (93E20)

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