scientific article; zbMATH DE number 3992830

MaRDI QIDQ4720701zbMATH OpenFDO

Authors J. C. Miellou

Publication date 1986

zbMATH Keywords

dynamic programmingfinite differencestochastic control problemdiscrete maximum principleorder intervalsfixed point algorithmsdeterministic control problemmanagement theoryblock asynchronous relaxation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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