Sequential Improvement Method in Probabilistic Criteria Optimization Problems for Linear-in-State Jump Diffusion Systems

Mikhail M. Khrustalev, Kirill A. Tsarkov. Sequential Improvement Method in Probabilistic Criteria Optimization Problems for Linear-in-State Jump Diffusion Systems. Automation and Remote Control, 84(6):626-640, June 2023. [doi]

Abstract

Abstract is missing.