Linear convex stochastic control problems over an infinite horizon

DOI10.1109/TAC.1973.1100298MaRDI QIDQ3212944zbMATH OpenFDO

Authors Dimitri P. Bertsekas

Publication date 1973

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited in

(2)

• AUGMENTED LAGRANGEAN RELAXATIONS IN GENERAL MIXED INTEGER PROGRAMMING
• Bellman equations for scalar linear convex stochastic control problems

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