HEAL DSpace

OPTIMIZATION OF DISCRETE-TIME, STOCHASTIC SYSTEMS

DSpace/Manakin Repository

Show simple item record

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


Files in this item

Files Size Format View

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record