Publication:3313617
zbMath0531.90062MaRDI QIDQ3313617
Matthew J. Sobel, Daniel P. Heyman
Publication date: 1984
stochastic optimization; stochastic processes; sequential games; Computational Considerations; Myopic Optimal Policies; stochastic models in operations research
90C15: Stochastic programming
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
90C39: Dynamic programming
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
91A15: Stochastic games, stochastic differential games
90C40: Markov and semi-Markov decision processes
90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
60G05: Foundations of stochastic processes
90Bxx: Operations research and management science
60Kxx: Special processes
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