Deterministic Equivalent for a Continuous Linear-Convex Stochastic Control Problem.

1987 ◽  
Author(s):  
S. Sethi ◽  
M. I. Taksar
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Continuous Linear ◽  
Deterministic Equivalent ◽  
Stochastic Control Problem

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
Sign in / Sign up

Export Citation Format

Share Document