Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542): Difference between revisions

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Revision as of 14:39, 24 July 2024

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Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time
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    Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (English)
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    18 February 2021
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    discrete-time systems
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    stochastic optimal control
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    probabilistic criterion
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    dynamic programming
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    Bellman function
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