The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information.
Guangchen WangZhen WuPublished in: IEEE Trans. Autom. Control. (2009)
Keyphrases
- optimal control problems
- partial information
- optimal control
- incomplete information
- production planning
- solving nonlinear
- control theory
- differential equations
- dynamic programming
- artificial bee colony algorithm
- augmented lagrangian
- control strategy
- continuous functions
- lot sizing
- genetic algorithm
- linear programming
- simulated annealing
- search algorithm