Optimal control of discrete-time stochastic systems

DOI10.1016/0022-247X(66)90116-8MaRDI QIDQ2524282zbMATH OpenOpenAlexFDO

Authors David D. Sworder

Publication date 1966

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(66)90116-8

zbMATH Keywords

minimization of cost functionalsystem of difference equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• A maximum principle for stochastic control systems
• scientific article; zbMATH DE number 3167340 (Why is no real title available?)
• scientific article; zbMATH DE number 3168214 (Why is no real title available?)
• L. S. Pontryagin's maximum principle in the theory of optimal systems. I--III
• The necessary and sufficient conditions for optimality of discrete control systems

Cited in

(25)

• Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
• Optimization of discrete-time, stochastic systems
• Mixed optimal control for discrete-time stochastic systems with random coefficients
• An on line adaptive control method
• A parameter-adaptive control technique
• Adaptive control of linear stochastic systems
• Optimal control of stochastic dynamic systems with past history and Poisson switchings
• An integrated optimal control algorithm for discrete-time nonlinear stochastic system
• The design of discrete linear time-dependent stochastic control systems
• scientific article; zbMATH DE number 4162797 (Why is no real title available?)
• Quality control by the optimal control of a discrete-state stochastic process
• Optimal Grouping of State Spaces of Discrete Stochastic Systems
• Stochastic time-optimal control problems
• scientific article; zbMATH DE number 53440 (Why is no real title available?)
• scientific article; zbMATH DE number 494357 (Why is no real title available?)
• scientific article; zbMATH DE number 514987 (Why is no real title available?)
• Minimax Control of Discrete-Time Stochastic Systems
• scientific article; zbMATH DE number 2062953 (Why is no real title available?)
• Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems
• scientific article; zbMATH DE number 827340 (Why is no real title available?)
• Discrete-time optimal control for stochastic nonlinear polynomial systems
• Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
• Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model
• The general maximum principle for discrete-time stochastic control problems
• LQG optimal control of discrete stochastic systems under parametric and noise uncertainties

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