A PARAMETRIC STOCHASTIC OPTIMAL-CONTROL PROBLEM

被引：0

作者：

BARANOV, VV

机构：

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1991年 / 31卷 / 12期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new class of stochastic optimal control problems is considered, in which the optimality of the solution depends on a parameter. A constructive conceptual framework and optimal methods of solution are developed.

引用

页码：15 / 25

页数：11

共 50 条

[1] ONE STOCHASTIC OPTIMAL-CONTROL PROBLEM FOR RESERVOIRS
KPASNITSKY, SM
KHILYUK, LF
[J]. AVTOMATIKA, 1979, (04): : 44 - 51
[2] SOME REMARKS ON A PROBLEM IN STOCHASTIC OPTIMAL-CONTROL
HOPKINS, WE
[J]. LECTURE NOTES IN MATHEMATICS, 1987, 1236 : 121 - 130
[3] NEW STOCHASTIC TIME OPTIMAL-CONTROL PROBLEM
HAUSSMANN, UG
ANDERSON, WJ
BOYARSKY, A
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1978, 16 (01) : 1 - 15
[4] STOCHASTIC PROBLEM OF OPTIMAL-CONTROL FOR FOR A CASCADE OF WATER RESERVOIRS
KRASNITSKII, SM
KHILYUK, LF
[J]. AUTOMATION AND REMOTE CONTROL, 1982, 43 (08) : 1078 - 1084
[5] ON A PROBLEM IN THE OPTIMAL-CONTROL
ZORICH, VA
MAIKOV, EV
[J]. VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA, 1982, (06): : 71 - 75
[6] DUAL CRITERION STOCHASTIC OPTIMAL-CONTROL PROBLEM FOR ROBUSTNESS IMPROVEMENT
GRIMBLE, MJ
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1986, 31 (02) : 181 - 185
[7] ON AN OPTIMAL-CONTROL PROBLEM OF PARTLY OBSERVABLE STOCHASTIC VOLTERRAS PROCESS
SHAIKHET, LE
[J]. PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII, 1987, 16 (06): : 439 - 448
[8] AN OPTIMAL-CONTROL PROBLEM
GERASIMOV, YK
[J]. DIFFERENTIAL EQUATIONS, 1981, 17 (08) : 890 - 897
[9] AN OPTIMAL-CONTROL PROBLEM
CASE, JH
[J]. SIAM REVIEW, 1987, 29 (01) : 124 - 127
[10] ON A LINEARLY QUADRATIC PROBLEM OF OPTIMAL-CONTROL OF A STOCHASTIC VOLTERRA EQUATION
SHAIKHET, LE
[J]. MATHEMATICAL NOTES, 1990, 48 (5-6) : 1249 - 1252

← 1 2 3 4 5 →