scientific article

zbMath0476.93082MaRDI QIDQ3932712

Ulrich G. Haussmann

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum principlenumerical methodsMarkov chainapproximation of a general stochastic control problemMarkovian stochastic control problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

Related Items (3)

On the approximation of optimal stochastic controls ⋮ Unnamed Item ⋮ Maximum principle of discrete stochastic control system driven by both fractional noise and white noise

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