ON STOCHASTIC MAXIMUM PRINCIPLE WITH AVERAGE CONSTRAINTS

被引：13

|

作者：

KUSHNER, HJ

机构：

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1965年 / 12卷 / 01期

关键词：

D O I：

10.1016/0022-247X(65)90050-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

收藏

页码：13 / &

相关论文

共 50 条

[1] Stochastic maximum principle for moving average control system
Li, Yuhang
Han, Yuecai
Gao, Yanwei
OPTIMAL CONTROL APPLICATIONS & METHODS, 2024, 45 (01): : 321 - 335
[2] A STOCHASTIC MAXIMUM PRINCIPLE FOR GENERAL MEAN-FIELD SYSTEM WITH CONSTRAINTS
Meherrem, Shahlar
Hafayed, Mokhtar
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2024,
[3] Maximum Principle for Stochastic Control in Continuous Time with Hard End Constraints
Seierstad, A.
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2010, 144 (02) : 335 - 365
[4] Maximum principle for a stochastic delayed system involving terminal state constraints
Wen, Jiaqiang
Shi, Yufeng
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017,
[5] Maximum principle for a stochastic delayed system involving terminal state constraints
Jiaqiang Wen
Yufeng Shi
Journal of Inequalities and Applications, 2017
[6] Maximum Principle for Stochastic Control in Continuous Time with Hard End Constraints
A. Seierstad
Journal of Optimization Theory and Applications, 2010, 144 : 335 - 365
[7] STOCHASTIC MAXIMUM PRINCIPLE
WARFIELD, VM
SIAM JOURNAL ON CONTROL, 1976, 14 (05): : 803 - 826
[8] Stochastic maximum principle
Department of Control Engineering, Czech Technical University in Prague, Czech Republic
IFAC Proc. Vol. (IFAC-PapersOnline), 1600, 1 PART 1 (4714-4720):
[9] STOCHASTIC MAXIMUM PRINCIPLE
HAUSSMANN, UG
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1978, 16 (02) : 236 - 251
[10] ON STOCHASTIC MAXIMUM PRINCIPLE
SWORDER, DD
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1968, 24 (03) : 627 - &

← 1 2 3 4 5 →