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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| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht :
Springer Netherlands,
1997.
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| Series: | Mathematics and its applications ;
410. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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