Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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