Skip to main content
Log in

Dynamic programming and conditions of optimality of control of stochastic convex mappings

  • Published:
Cybernetics Aims and scope

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

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature Cited

  1. V. I. Arkin and I. V. Evstingneev, Probabilistic Models of Control and Economic Dynamics [in Russian], Nauka, Moscow (1979).

    Google Scholar 

  2. V. L. Makarov and A. M. Rubinov, Mathematical Theory of Economic Dynamics and Equilibrium [in Russian], Nauka, Moscow (1973).

    Google Scholar 

  3. B. N. Pshenichnyi, Convex Analysis and Extremal Problems [in Russian], Nauka, Moscow (1980).

    Google Scholar 

  4. N. N. Bordunov, “Optimality conditions for multistep control of stochastic convex mappings,” Kibernetika, No. 1, 40–45 (1983).

    Google Scholar 

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

    Google Scholar 

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

    Google Scholar 

  7. V. V. Beresnev, “On optimal programs of systems of discrete inclusions with infinite operating time,” Kibernetika, No. 3, 93–99 (1978).

    Google Scholar 

  8. I. V. Evstigneev, “Measurable selection and dynamic programming,” Math. Oper. Res.,1, No. 3, 267–272 (1976).

    Google Scholar 

  9. R. Rockafellar and R. Wets, “Non-anticipativity and L1-martingales in stochastic optimization problems,” Math. Program. Study,6, 170–187 (1976).

    Google Scholar 

  10. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes and Their Applications [in Russian], Nauka, Moscow (1975).

    Google Scholar 

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

    Google Scholar 

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

    Google Scholar 

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

    Google Scholar 

  14. R. Rockafellar, “Integrals that are convex functionals, 2,” in: Mathematical Economics, Equilibrium Models, Optimum Planning and Control [Russian translation], Mir, Moscow (1974), pp. 170–204.

    Google Scholar 

Download references

Authors

Additional information

Translated from Kibernetika, No. 2, pp. 51–55, March–April, 1984.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bordunov, N.N. Dynamic programming and conditions of optimality of control of stochastic convex mappings. Cybern Syst Anal 20, 233–239 (1984). https://doi.org/10.1007/BF01069178

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01069178

Keywords

Navigation