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Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 1, Pages 194–199
(Mi tvp4219)
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This article is cited in 28 scientific papers (total in 28 papers)
Short Communications
On Optimal Strategies in Control Problems with Constraints
E. B. Frid Moscow
Abstract:
In the paper, the maximization problem is studied for the expectation of an additive functional of the chain controlled under the constraint that another functional has the expectation bounded by a given constant.
Received: 06.07.1970
Citation:
E. B. Frid, “On Optimal Strategies in Control Problems with Constraints”, Teor. Veroyatnost. i Primenen., 17:1 (1972), 194–199; Theory Probab. Appl., 17:1 (1972), 188–192
Linking options:
https://www.mathnet.ru/eng/tvp4219 https://www.mathnet.ru/eng/tvp/v17/i1/p194
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