Optimal Control of Random Sequences in Problems with Constraints /

This volume is devoted to the investigation of general Borel models of stochastic optimal control, taking into consideration additional performance criteria which must satisfy the constraints-inequalities. This study is based on both convex programming theory as well as the Bellman principle, and pr...

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Bibliographic Details

Main Author:	Piunovskiy, A. B.
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Dordrecht : Springer Netherlands, 1997.
Series:	Mathematics and its applications ; 410.
Subjects:	Mathematics. System theory. Mathematical optimization. Distribution (Probability theory) Mechanical engineering. Environmental economics. Electronic books.
Online Access:	Connect to the full text of this electronic book