Name
Title | ||
|---|---|---|
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems |
Abstract | ||
|---|---|---|
. In this paper necessary and sufficient conditions for a multicriteria stochastic control problem are stated. Moreover the
convergence of a finite difference approximation method for the solution of the resulting system of second order PDEs is shown. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1007/s001860100163 | Mathematical Methods of Operations Research |
Keywords | Field | DocType |
minimum principle,stochastic optimal control,finite dierence method,adjoint process,Key words: stochastic optimal control,finite difference method | Convergence (routing),Mathematical optimization,Finite difference,Minimum principle,Multicriteria analysis,Multiobjective programming,Finite difference method,Mathematics,Stochastic control | Journal |
Volume | Issue | ISSN |
54 | 3 | 1432-5217 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| F. Heyde | 1 | 0 | 0.68 |
| Wilfried Grecksch | 2 | 3 | 3.33 |
| Chr. Tammer | 3 | 0 | 0.68 |