A multicriteria model of optimal control of a stochastic linear system

MaRDI QIDQ1287344zbMATH OpenFDO

Authors A. B. Piunovskiy

Publication date 20 February 2000

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

zbMATH Keywords

Bellman principlecomplete informationLagrangian multiplier methodmethod of constraintsPareto set

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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