Title :
Optimal control with multiple control periods
Author_Institution :
State University of New York, Stony Brook, NY, USA
fDate :
4/1/1976 12:00:00 AM
Abstract :
The multiperiod optimal control problem is formulated and solved using dynamic programming.
Keywords :
Economics; Nonlinear systems, stochastic; Optimal stochastic control; Stochastic optimal control; Stochastic systems, nonlinear; Control systems; Controllability; Delay effects; Differential equations; Dynamic programming; Econometrics; Nonlinear equations; Observability; Optimal control; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101164
