Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

DOI10.1137/0310041zbMath0242.93063OpenAlexW2038912457MaRDI QIDQ5653899

Harold J. Kushner

Publication date: 1972

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19710007952

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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