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Optimal Control of Random Sequences in Problems with Constraints

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Cover of 'Optimal Control of Random Sequences in Problems with Constraints'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Methods of Stochastic Optimal Control
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    Chapter 3 Optimal Control Problems with Constraints
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    Chapter 4 Solvability of the Main Constrained Problem and Some Extensions
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    Chapter 5 Linear-Quadratic Systems
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    Chapter 6 Some Applications
Attention for Chapter 3: Optimal Control Problems with Constraints
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