Optimal Control Systems with Stochastic Boundary Conditions and State Equations

DOI10.1287/OPRE.20.4.875zbMATH Open0245.93032OpenAlexW2114549415MaRDI QIDQ5657979FDOQ5657979

Authors: Richard F. Baum 

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1287/opre.20.4.875

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Operations research and management science (90B99)

Cited In (2)

• Optimal maintenance policy for equipment subject to random deterioration and random failure A modern control theory approach
• Optimal portfolio and consumption decisions in a stochastic environment with precommitment

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