Approximating infinite horizon stochastic optimal control in discrete time with constraints

Annals of Operations Research

Volumn 142, Issue 1, 2006, Pages 165-186

  Korf, Lisa A ^a  

^a The University of Texas at Austin   (United States)

Author keywords

Dynamic programming; Epi convergence; Infinite horizon; Optimal control; Stochastic programming; Variational analysis

Indexed keywords

EID: 33644667914     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-006-6167-x     Document Type: Conference Paper

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