An infinite-horizon stochastic discrete-time Pontryagin principle-Reference-Cited by-同舟云学术

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An infinite-horizon stochastic discrete-time Pontryagin principle

Published:2009-12 Issue:12 Volume:71 Page:e999-e1004
ISSN:0362-546X
Container-title:Nonlinear Analysis: Theory, Methods & Applications
language:en
Short-container-title:Nonlinear Analysis: Theory, Methods & Applications

Author:

Blot Joël

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference13 articles.

1. Dynamic Macroeconomic Theory;Sargent,1987

2. Recursive Methods in Economic Dynamics;Stokey,1989

3. Dynamic optimization without dynamic programming;Chow;Economic Modelling,1992

4. Commande optimale des systèmes discrets;Boltyanski,1976

5. Programmes mathématiques mixtes. Application au principe du maximum en temps discret dans le cas déterministe et dans le cas stochastique;Michel;RAIRO Rech. Opér.,1980

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2. Necessary First-Order and Second-Order Optimality Conditions in Discrete-Time Stochastic Systems;Journal of Optimization Theory and Applications;2019-02-14

3. Solution to Mixed H2/H∞ Control for Discrete–time Systems with (x,u,v)–dependent Noise;International Journal of Control, Automation and Systems;2018-12-26

4. Related Topics;SpringerBriefs in Optimization;2013-09-30

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