Dynamic programming equations for constrained stochastic control - Chen, R.C.; Blankenship, G.L. (Proceedings of the 2002 American Control Conference (IEEE Cat. No.CH37301), 2002)
Keywords: Applied sciences; Computer science; control theory; systems; Constraint theory; Control theory. Systems; Costs; Dynamic programming; Dynamic scheduling; Equations; Exact sciences and technology; Infinite horizon; Minimax techniques; Optimal control; Stochastic processes; Strain control; Costs; Discount; Existence theorem; Dynamic theory; Control system; Numerical method; Uniqueness theorem; Constrained optimization; Stochastic programming; Control constraint; Fixed point theorem; Minimax problem; Minimax method; Stochastic control; Infinite horizon; Dynamic programming; Stochastic equation