Programming under Uncertainty and Stochastic Optimal Control

DOI10.1137/0304018MaRDI QIDQ5518970zbMATH OpenOpenAlexFDO

Authors Richard Van Slyke, Roger J.-B. Wets

Publication date 1966

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0304018

zbMATH Keywords

operations research

Cited in

(9)

• A duality theory for abstract mathematical programs with applications to optimal control theory
• Conjugate convex functions, duality, and optimal control problems. I: Systems governed by ordinary differential equations
• A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• Parallel processors for planning under uncertainty
• Managing perishable inventory when strategic customers form a reference on product availability
• An Approximation technique for small noise open-loop control problems
• Optimal stochastic control
• Der gegenwärtige Stand der stochastischen Programmierung

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