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A Stochastic Control Model with Chance Constraints

  • Published:1978-09 Issue:5 Volume:16 Page:702-714
  • ISSN:0363-0129
  • Container-title:SIAM Journal on Control and Optimization
  • language:en
  • Short-container-title:SIAM J. Control Optim.

Author:

Christopeit Norbert

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Reference12 articles.

1. Ludwig Arnold, Stochastische Differentialgleichungen, R. Oldenbourg Verlag, Munich, 1973, 239–, W. GermanyMR04430820266.60039

2. Existence of Optimal Stochastic Control Laws

3. Optimal Control Theory

4. Chance-Constrained Programming

5. Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the existence of optimal solutions in a stochastic control model;Journal of Optimization Theory and Applications;1985-01

2. Linear stochastic control with constraints;IEEE Transactions on Automatic Control;1984-12

3. Arret optimal avec contrainte;Advances in Applied Probability;1983-12

4. Arret optimal avec contrainte;Advances in Applied Probability;1983-12

5. Controlled Ornstein-Uhlenbeck process with chance constraints;Journal of Optimization Theory and Applications;1979-05
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