THE RELAXED STOCHASTIC MAXIMUM PRINCIPLE IN SINGULAR OPTIMAL CONTROL OF DIFFUSIONS
- Author
- BAHLALI, Seid1 ; DJEHICHE, Boualem2 ; MEZERDI, Brahim1
[1] Laboratory of Applied Mathematics, University of Biskra, P.O. Box 145, Biskra (07000), Algeria
[2] Division of Mathematical Statistics, Department of Mathematics, Royal Institute of Technology, 100 44 Stockholm, Sweden - Source
SIAM journal on control and optimization. 2008, Vol 46, Num 2, pp 427-444, 18 p ; ref : 17 ref
- CODEN
- SJCODC
- ISSN
- 0363-0129
- Scientific domain
- Control theory, operational research
- Publisher
- Society for Industrial and Applied Mathematics, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- 93Exx adjoint process maximum principle relaxed control singular control variational inequality variational principle
- Keyword (fr)
- Approche probabiliste Commande optimale singulière Commande optimale Commande relaxée Commande singulière Condition optimalité Contrôle continu Critère optimalité Equation différentielle Inégalité variationnelle Méthode adjoint Perturbation singulière Principe maximum Principe variationnel Singularité Système incertain
- Keyword (en)
- Probabilistic approach Singular optimal control Optimal control Relaxed control Singular control Optimality condition Continuous control Optimality criterion Differential equation Variational inequality Adjoint method Singular perturbation Maximum principle Variational principle Singularity Uncertain system
- Keyword (es)
- Enfoque probabilista Control óptimo Control relajado Control singular Condición optimalidad Control continuo Criterio optimalidad Ecuación diferencial Desigualdad variacional Método adjunto Perturbación singular Principio máximo Principio variacional Singularidad Sistema incierto
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D08 Optimal control
- Discipline
- Computer science : theoretical automation and systems Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20187694
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1137/050644744 
https://dx.doi.org/10.1137/050644744
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