Optimal control of stochastic sequences with constraints
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Publication:4381690
DOI10.1080/07362999708809473zbMATH Open0896.93033OpenAlexW2084853886MaRDI QIDQ4381690FDOQ4381690
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
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Cites Work
Cited In (12)
- Optimal control criteria in truncated sequential analysis problems
- On Stochastic Evolution Equations with Stochastic Boundary Conditions
- A model and methods of uniformly optimal stochastic control
- Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints
- Strategic measures in optimal control problems for stochastic sequences
- Optimal programmed control of stochastic plants with constraints on the state for each time instant
- Efficient controls for finitely convergent sequential algorithms
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Random-direction optimization algorithms with applications to threshold controls
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