Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function

DOI10.1134/S0005117920100033zbMATH Open1454.93294OpenAlexW3102562360MaRDI QIDQ828510FDOQ828510

Authors: V. M. Azanov, A. N. Tarasov 

Publication date: 9 January 2021

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

Full work available at URL: https://doi.org/10.1134/s0005117920100033

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zbMATH Keywords

dynamic programmingdiscrete-time systemsstochastic optimal controlBellman functioninverted pendulumprobabilistic criterion

Mathematics Subject Classification ID

Dynamic programming (90C39) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites Work

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Cited In (4)

• Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
• Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
• Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time
• On optimal retention of the trajectory of discrete stochastic system in tube

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