25
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Optimal control of stochastic sequences with constraints

Pages 231-254 | Published online: 03 Apr 2007

References

  • Yushkevich , A.A. and Chitashvili , R.Ya . 1982 . Controlled random sequences and Markov chains . Uspekhi Ma thern. nauk , 37 : 213 – 242 .
  • Piunovskiy , A.B. 1989 . General Markov models with the infinite Horizon . Problems of Control and Inform. Theory , 16 : 169 – 182 .
  • Bertsekas , D.P. and Shreve , S.E. 1979 . Stochastic optimal control , London, , Francisco : Academic Press .
  • Dynkin , E.B. and Yushkevich , A.A. 1979 . Controlled Markov processes and their applications , Springer-Verlag .
  • Khametov , V.M. and Piunovskiy , A.B. 1987 . Optimal control of jump stochastic processes , Moscow : MIEM .
  • Fainberg , E.A. 1982 . Controlled Markov processes with arbitrary numeric criteria . Theor. Ver. i primen , 21 : 456 – 473 .
  • Frid , E.B. 1972 . On optimal strategies in the control problems with constraints . Theor. Ver. i primen , 17 : 194 – 199 .
  • Kudryavtsev , D.I. 1989 . Control of Markov process in a problem with constraints . Ukr.Math.journal , 41 : 1226 – 1230 .
  • Piunovskiy , A.B. and Khametov , V.M. 1991 . Optimal control of random sequences with constraints . Mathern. zametki , 49 : 143 – 145 .
  • Afanasiev , V.N. , Kolmanovskii , V.B. and Nosov , V.R. 1989 . Mathematical theory of control systems constructing , Moscow : Vysshaya shkola .
  • Arkin , V.I. and Evstigneev , I.V. 1979 . Stochastic models of control and economic dynamics , Moscow : Nauka .
  • Levin , V.L. 1985 . Convex analysis , Moscow : Nauka .
  • Meyer , P.A. 1966 . Probability and potentials , London : Toronto .
  • Wagner , P.N. 1975 . Integral of convex-hull-valued function . J.Math.Anal.Appl , 50 : 548 – 559 .
  • Karmanov , V.G. 1975 . Mathematical programming , Moscow : Nauka .
  • Degtyarev , Yu.I . 1980 . Methods of optimization , Moscow : Nauka .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.