Expected value based optimal control for discrete-time stochastic noncausal systems

DOI10.1007/s11590-021-01807-zzbMath1493.49029OpenAlexW3202900938MaRDI QIDQ2673535

Bo Li, Yadong Shu

Publication date: 10 June 2022

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-021-01807-z

zbMATH Keywords

optimal controlrecurrence equationbang-bang optimal controlquadratic inputstochastic noncausal system

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (1)

Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value

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