Advertisement

Springer Nature is making Coronavirus research free. View research | View latest news | Sign up for updates

Optimality conditions for multistep control of stochastic convex mappings

  • 14 Accesses

This is a preview of subscription content, log in to check access.

Literature Cited

  1. 1.

    N. N. Bordunov, “A problem of multistage stochastic programming with stochastic convex mappings”, in: All-Union Scientific-Technical Seminar on Numerical Methods of Nonlinear Programming, Abstracts of Reports, Part 1, 70–71, Moscow (1979).

  2. 2.

    N. N. Bordunov, “Conditions of optimality of paths in a stochastic model of economic dynamics of Von-Neumann type,” Kibernetika, No. 1, 143–144 (1981).

  3. 3.

    E. B. Dynkin and I. V. Evstigneev, “Regular conditional means of correspondences,” Teor. Veroyatn. Ee Primen.,21, No. 2, 334–347 (1976).

  4. 4.

    A. D. Ioffe and V. M. Tikhomirov, Theory of Extremal Problems [in Russian], Nauka, Moscow (1974).

  5. 5.

    L. V. Kantorovich and G. P. Akilov, Functional Analysis [in Russian], Nauka, Moscow (1977).

  6. 6.

    B. N. Pshenichnyi, Necessary Extremum Conditions [in Russian], Nauka, Moscow (1969).

  7. 7.

    B. N. Pshenichnyi, “Convex many-valued mappings and their conjugates,” Kibernetika, No. 3, 94–102 (1972).

  8. 8.

    R. Rockafellar, “Integrals that are convex functionals. II”, in: Mathematical Economics, Equilibrium Models, Optimum Planning and Control [Russian translation], Mir, Moscow (1974), pp. 170–204.

  9. 9.

    R. Rockafellar and R. Wets, “Stochastic convex programming: relatively complete resource and introduced feasibility,” SIAM J. Control Opt.,14, No. 3, 574–589 (1976).

Download references

Additional information

Translated from Kibernetika, No. 1, pp. 40–45, January–February, 1983.

Rights and permissions

Reprints and Permissions

About this article

Cite this article

Bordunov, N.N. Optimality conditions for multistep control of stochastic convex mappings. Cybern Syst Anal 19, 48–56 (1983). https://doi.org/10.1007/BF01070108

Download citation

Keywords

  • Operating System
  • Optimality Condition
  • Artificial Intelligence
  • System Theory
  • Convex Mapping