scientific article; zbMATH DE number 591276

MaRDI QIDQ4296574zbMATH OpenFDO

Authors Nikolaos S. Papageorgiou

Publication date 19 June 1994

zbMATH Keywords

discrete time nonlinear stochastic optimal controldynamic programmingfinite horizonmaximum principlemeasurable set valued functionoptimal stochastic controluncertainty 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)

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• Discrete-time drift counteraction stochastic optimal control: theory and application-motivated examples
• Methods of stationary equilibria in problems of dynamic decision making under uncertainty relative to the state. II
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