Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion
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Publication:2290396
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Cited in
(6)- Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function
- Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
- On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion
- Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
- Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time
- Bellman functions in the optimization of dynamic systems under uncertainty
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