Algorithms for solving discrete optimal control problems with varying time of states' transactions of dynamical systems

zbMATH Open1187.90308MaRDI QIDQ3408232FDOQ3408232

Dmitrii Lozovanu, Stefan Pickl

Publication date: 25 February 2010

zbMATH Keywords

dynamic programmingdiscrete optimal controlcontrol problem on financial networktransition-time function

Mathematics Subject Classification ID

Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20)

Cited In (5)

• Algorithms for solving discrete control problems on networks
• Some efficient algorithms for unconstrained discrete-time optimal control problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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