scientific article; zbMATH DE number 591276

zbMATH Open0810.93070MaRDI QIDQ4296574FDOQ4296574

Authors: Nikolaos S. Papageorgiou 

Publication date: 19 June 1994

Title of this publication is not available (Why is that?)

Recommendations

• Optimization of discrete-time, stochastic systems
• Maximum principles for discrete-time nonlinear stochastic control systems
• Concepts and methods for discrete and continuous time control under uncertainty
• Publication:4865452
• On a discrete optimal control problem with incomplete information

zbMATH Keywords

dynamic programmingmaximum principleoptimal stochastic controlfinite horizondiscrete time nonlinear stochastic optimal controlmeasurable set valued functionuncertainty in the control

Mathematics Subject Classification ID

Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited In (18)

• Methods of stationary equilibria in problems of dynamic decision making under uncertainty relative to the state. II
• A method of stationary equilibria in problems of dynamic decision making under uncertainty relative to the state. I
• Explicit solutions for multivariate, discrete-time control problems under uncertainty
• On a discrete optimal control problem with incomplete information
• Title not available (Why is that?)
• Maximum principles for discrete-time nonlinear stochastic control systems
• Discrete Time Optimal Control Problems on Large Intervals
• When control and state variations increase uncertainty: modeling and stochastic control in discrete time
• Engineering applications of discrete time optimal control
• On the existence of an optimal control for a stochastic optimization problem with constraints
• Uncertain optimal control
• Title not available (Why is that?)
• Title not available (Why is that?)
• Discrete optimization under interval uncertainty
• Finite-horizon optimal control with pointwise cost functional
• Discrete-time drift counteraction stochastic optimal control: theory and application-motivated examples
• Parameter-dependent stochastic optimal control in finite discrete time
• Minimax optimal control of discrete-time uncertain systems with structured uncertainty

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 Q4296574)