id: 01136540
dt: j
an: 01136540
au: Piunovskij, A.B.
ti: Optimal control of stochastic sequences with constraints.
so: Stochastic Anal. Appl. 15, No.2, 231-254 (1997).
py: 1997
pu: Taylor \& Francis, Philadelphia, PA
la: EN
cc: 
ut: discrete time; optimal control; inequality constraints
ci: 
li: doi:10.1080/07362999708809473
ab: An optimal control problem is considered for random sequences where there
    are inequality constraints. Necessary and sufficient optimality
    conditions are given together with an algorithm to construct the
    control policy that is optimal. A couple of examples are given in which
    the optimal solutions are found in closed form.
rv: E.Yaz (Fayetteville)