Abstract
This paper analyzes a stochastic optimal control problem over a finite horizon. The measure theoretic questions arising from an uncountable disturbance space are resolved so that the dynamic programming algorithm can be defined and employed to construct optimal and nearly optimal policies.
| Original language | English (US) |
|---|---|
| Pages | 636-643 |
| Number of pages | 8 |
| State | Published - 1976 |
| Externally published | Yes |
| Event | Proc Annu Allerton Conf Circuit Syst Theory 14th - Monticello, IL, USA Duration: Sep 29 1976 → Oct 1 1976 |
Other
| Other | Proc Annu Allerton Conf Circuit Syst Theory 14th |
|---|---|
| City | Monticello, IL, USA |
| Period | 9/29/76 → 10/1/76 |
ASJC Scopus subject areas
- General Engineering