The optimum stochastic control for a problem with random cost incursion times

DOI10.1109/TAC.1986.1104135zbMATH Open0631.93076MaRDI QIDQ3768792FDOQ3768792

Authors: Carl J. Wenk 

Publication date: 1986

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

Recommendations

• scientific article; zbMATH DE number 3985106
• Publication:4727938
• A parametric problem of optimal stochastic control
• Stochastic time-optimal control problems
• scientific article; zbMATH DE number 3978966
• Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon
• Publication:3202933
• scientific article; zbMATH DE number 4014596
• Limiting optimal discounted-cost control of a class of time-varying stochastic systems

zbMATH Keywords

stochastic dynamic programmingoptimal Bayesian controlrandom cost incursion timessequential stochastic control problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Bayesian problems; characterization of Bayes procedures (62C10) Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited In (1)

• Stochastic optimal control under Poisson-distributed observations

This page was built for publication: The optimum stochastic control for a problem with random cost incursion times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768792)