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The dynamic programming approach to multi-model robust optimization

Published:2010-01 Issue:2 Volume:72 Page:1110-1119
ISSN:0362-546X
Container-title:Nonlinear Analysis: Theory, Methods & Applications
language:en
Short-container-title:Nonlinear Analysis: Theory, Methods & Applications

Author:

Azhmyakov Vadim,Boltyanski Vladimir,Poznyak Alexander

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference21 articles.

1. Optimal Control;Alekseev,1987

2. Approximations of relaxed optimal control problems;Azhmyakov;Journal of Optimization Theory and Applications,2006

3. Dynamic Programming;Bellman,1957

4. Optimal Control Theory;Berkovitz,1974

5. The Mathematical Theory of Optimal Processes;Boltyanskii,1962

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