Linear convex stochastic control problems over an infinite horizon
From MaRDI portal
Publication:3212944
DOI10.1109/TAC.1973.1100298zbMath0269.90053MaRDI QIDQ3212944
Publication date: 1973
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Related Items (2)
AUGMENTED LAGRANGEAN RELAXATIONS IN GENERAL MIXED INTEGER PROGRAMMING ⋮ Bellman equations for scalar linear convex stochastic control problems
This page was built for publication: Linear convex stochastic control problems over an infinite horizon
