Least Controls for a Class of Constrained Linear Stochastic Systems

DOI10.1287/MOOR.18.2.275zbMATH Open0773.93084OpenAlexW2137867542MaRDI QIDQ5287982FDOQ5287982

Authors: Ping Yang 

Publication date: 5 August 1993

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.18.2.275

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zbMATH Keywords

constrained linear stochastic systemsleast control

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20)

Cited In (1)

• Diffusion approximations for re-entrant lines with a first-buffer-first-served priority discipline

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