OPTIMIZATION OF DISCRETE-TIME, STOCHASTIC SYSTEMS

Papageorgiou, N

dc.contributor.author	Papageorgiou, N	en
dc.date.accessioned	2014-03-01T01:43:23Z
dc.date.available	2014-03-01T01:43:23Z
dc.date.issued	1995	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/24107
dc.relation.uri	http://www.math.bas.bg/serdica/1995/1995-267-282.pdf	en
dc.relation.uri	http://www.math.bas.bg/~serdica/1995/1995-267-282.pdf	en
dc.subject	Conditional Expectation	en
dc.subject	Discrete Time	en
dc.subject	Discrete Time System	en
dc.subject	Dynamic Program	en
dc.subject	Dynamic System	en
dc.subject	Feedback Control	en
dc.subject	Finite Horizon	en
dc.subject	Functional Equation	en
dc.subject	Necessary and Sufficient Condition	en
dc.subject	Optimal Control Theory	en
dc.subject	Optimal Policy	en
dc.subject	Stochastic Control	en
dc.subject	Stochastic System	en
dc.title	OPTIMIZATION OF DISCRETE-TIME, STOCHASTIC SYSTEMS	en
heal.type	journalArticle	en
heal.publicationDate	1995	en
heal.abstract	In this paper we study discrete-time, finite horizon stochastic systems with multivalued dynamics and obtain a necessary and sufficient condition for optimality using the dynamic programming method. Then we examine a nonlinear stochastic discrete-time system with feedback control constraints and for it, we derive a necessary and sufficient condition for optimality which we then use to establish the existence of	en