scientific article; zbMATH DE number 591276

MaRDI QIDQ4296574zbMATH OpenFDO

Authors Nikolaos S. Papageorgiou

Publication date 19 June 1994

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)

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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
• scientific article; zbMATH DE number 3884847 (Why is no real title available?)
• Maximum principles for discrete-time nonlinear stochastic control systems
• Discrete Time Optimal Control Problems on Large Intervals
• Engineering applications of discrete time optimal control
• On the existence of an optimal control for a stochastic optimization problem with constraints
• When control and state variations increase uncertainty: modeling and stochastic control in discrete time
• Uncertain optimal control
• Discrete optimization under interval uncertainty
• scientific article; zbMATH DE number 67657 (Why is no real title available?)
• scientific article; zbMATH DE number 844681 (Why is no real title available?)
• 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

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