scientific article; zbMATH DE number 4004051

MaRDI QIDQ3755344zbMATH OpenFDO

Authors Vladimir Rotar

Publication date 1986

zbMATH Keywords

stochastic optimizationBellman's approachdiscrete-time interval

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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(12)

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• Stable Optimal Control and Semicontractive Dynamic Programming
• Generalized dynamic programming principle and sparse mean-field control problems
• Optimal control for n-person differential stochastic inclusions
• On almost sure optimization for stochastic control systems
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• How to do comparative dynamics on the back of an envelope in optimal control theory
• A revisit to stochastic near-optimal controls: the critical case
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