scientific article; zbMATH DE number 4169515

MaRDI QIDQ3496830zbMATH OpenFDO

Authors I. B. Bajsakalov

Publication date 1988

zbMATH Keywords

necessary optimality conditionsterminal payoff functional

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Recommendations

• Publication:3485689
• Optimal programmed control of stochastic plants with constraints on the state for each time instant
• scientific article; zbMATH DE number 4014596
• scientific article; zbMATH DE number 569953
• scientific article; zbMATH DE number 3845483

Cited in

(9)

• scientific article; zbMATH DE number 3985077 (Why is no real title available?)
• On some properties of the control problem under a program disturbance in a formalization based on the minimax risk (regret) criterion
• scientific article; zbMATH DE number 4053501 (Why is no real title available?)
• Optimal programmed control of stochastic plants with constraints on the state for each time instant
• scientific article; zbMATH DE number 3993433 (Why is no real title available?)
• scientific article; zbMATH DE number 4104848 (Why is no real title available?)
• Control problems with random and progressively known targets
• Dynamic programming method in control problem for diffusion processes with possible trajectory cut-off with incomplete state information
• scientific article; zbMATH DE number 4058277 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3496830)