论文信息 - A Finite State Stochastic Minimax Optimal Control Problem with Infinite Horizon - 字舞流文

A Finite State Stochastic Minimax Optimal Control Problem with Infinite Horizon

We consider here a stochastic discrete minimax control problem with infinite horizon. We prove the existence of solution, we characterize it and we present iterative methods to compute it numerically.

Roberto L. V. González | Silvia C. Di Marco | R. González | S. D. Marco

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