Concepts and methods for discrete and continuous time control under uncertainty
DOI: 10.1016/S0167-6687(98)00006-7
关键词: Dynamic programming 、 Mathematics 、 Time control 、 Mathematical optimization 、 Control (linguistics) 、 Stochastic control 、 Approximate solution 、 Finite horizon
摘要: Abstract We present some concepts and solution methods for finite horizon control problems under uncertainty in discrete as well continuous time. discuss exact approximate mention possible applications. The is mainly of a stochastic nature, but also other forms are considered.
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