Stochastic maximum principle in the optimal control of water resources systems
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Publication:1250984
DOI10.1016/0022-247X(78)90248-2zbMath0389.49017MaRDI QIDQ1250984
Publication date: 1978
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-247x(78)90248-2
93C55: Discrete-time control/observation systems
93E20: Optimal stochastic control
49K45: Optimality conditions for problems involving randomness
49L99: Hamilton-Jacobi theories
Cites Work
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