Conditions for the equivalence of optimality criteria in dynamic programming
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Publication:1235681
DOI10.1214/aos/1176343590zbMath0351.93038MaRDI QIDQ1235681
Publication date: 1976
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343590
93E99: Stochastic systems and control
93E20: Optimal stochastic control
49L99: Hamilton-Jacobi theories
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