Optimal control of stochastic sequences with constraints

DOI10.1080/07362999708809473MaRDI QIDQ4381690zbMATH OpenOpenAlexFDO

Authors A. B. Piunovskiy

Publication date 1 April 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809473

zbMATH Keywords

optimal controldiscrete timeinequality constraints

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

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• Integral of a convex-hull-valued function

Cited in

(12)

• Efficient controls for finitely convergent sequential algorithms
• Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints
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• Optimal programmed control of stochastic plants with constraints on the state for each time instant
• Random-direction optimization algorithms with applications to threshold controls
• scientific article; zbMATH DE number 409637 (Why is no real title available?)
• A model and methods of uniformly optimal stochastic control
• Strategic measures in optimal control problems for stochastic sequences
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• Optimal control criteria in truncated sequential analysis problems
• Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement

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