Concepts and methods for discrete and continuous time control under uncertainty
From MaRDI portal
Publication:1265914
DOI10.1016/S0167-6687(98)00006-7zbMath0916.93085OpenAlexW2069374190MaRDI QIDQ1265914
Publication date: 19 July 1999
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00006-7
dynamic programmingstochastic optimal controlfinite horizoncontrolled Markov chainstransforms of the payoff function
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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