On approximations to discrete-time stochastic control problems

1986 ◽  
pp. 136-147
Author(s):  
G. B. Di Masi ◽  
W. J. Runggaldier ◽  
F. Chiariello
Keyword(s):  
Stochastic Control ◽  
Discrete Time ◽  
Control Problems ◽  
Stochastic Control Problems

scholarly journals Convexity and convex approximations of discrete-time stochastic control problems with constraints

Automatica ◽  
2011 ◽  
Vol 47 (9) ◽  
pp. 2082-2087 ◽  
Author(s):  
Eugenio Cinquemani ◽  
Mayank Agarwal ◽  
Debasish Chatterjee ◽  
John Lygeros
Keyword(s):  
Stochastic Control ◽  
Discrete Time ◽  
Control Problems ◽  
Stochastic Control Problems ◽  
Convex Approximations
Sign in / Sign up

Export Citation Format

Share Document