Successive Approximations of Linear Control Models
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Publication:4237217
DOI10.1137/S0363012995293864zbMath0916.90212MaRDI QIDQ4237217
Publication date: 31 March 1999
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal controllinear programmingstochastic programminglinear feedback controllimited lookahead policiescertainty equivalent control
Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15) Optimal stochastic control (93E20)
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