Optimality conditions for problems with probabilistic constraints and randomization

MaRDI QIDQ1150554zbMATH OpenFDO

Authors V. I. Babievskij, M. N. Morozov, Anatoly Tsirlin

Publication date 1980

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

zbMATH Keywords

randomizationoptimality conditionsprobabilistic constraintsnonconvex nonlinear programmingestimation of the value

Mathematics Subject Classification ID

Nonlinear programming (90C30) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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