Stochastic maximum principle for optimal control under uncertainty

Computers and Chemical Engineering

Volumn 28, Issue 12, 2004, Pages 2845-2849

  Rico Ramirez, Vicente ^a   Diwekar, Urmila M ^b  

^a DEPARTAMENTO DE INGENIERÍA QUÍMICA   (Mexico)

^b Departments of Bio   (United States)

Author keywords

Ito's Lemma; Stochastic maximum principle; Stochastic optimal control

Indexed keywords

DYNAMIC OPTIMIZATION; STOCHASTIC MAXIMUM PRINCIPLE;

DYNAMIC PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

OPTIMAL CONTROL SYSTEMS;

COMPUTER PROGRAM;

ARTICLE; DYNAMICS; PROCESS MODEL; STOCHASTIC MODEL; UNCERTAINTY;

EID: 9644254260     PISSN: 00981354     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compchemeng.2004.08.001     Document Type: Article

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