Optimal programmed control of stochastic plants with constraints on the state for each time instant

MaRDI QIDQ760406zbMATH OpenFDO

Authors V. A. Yakubovich, Nikolai Dokuchaev

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic maximum principleinequality and equality constraintsstochastic plant

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Optimality conditions for problems involving randomness (49K45) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

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