Stochastic Multi-Stage Optimization pp 133-152 | Cite as
Optimality Conditions for Stochastic Optimal Control (SOC) Problems
Chapter
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Abstract
In this chapter, we consider Stochastic Optimal Control (SOC) problems anew, as introduced in Sect. 1.2.1 (see ( 1.1)) and discussed in Chap. 4.
Keywords
Cost Function Conditional Expectation Dynamic Programming Approach Stochastic Optimal Control Time Optimal Control Problem
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© Springer International Publishing Switzerland 2015