Controlled random sequences and Markov chains

DOI10.1070/RM1982V037N06ABEH004028MaRDI QIDQ3323823zbMATH OpenOpenAlexFDO

Authors Alexander A. Yushkevich, R. Chitashvili

Publication date 1982

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1982v037n06abeh004028

zbMATH Keywords

Bellman's equationbibliographycontrolled homogeneous Markov chainsdiscrete-time random processes

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited in

(14)

• Non-randomized strategies in stochastic decision processes
• scientific article; zbMATH DE number 3965147 (Why is no real title available?)
• scientific article; zbMATH DE number 3969779 (Why is no real title available?)
• scientific article; zbMATH DE number 3974875 (Why is no real title available?)
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• New exactly solvable examples for controlled discrete-time Markov chains
• scientific article; zbMATH DE number 686687 (Why is no real title available?)
• scientific article; zbMATH DE number 976356 (Why is no real title available?)
• scientific article; zbMATH DE number 2062355 (Why is no real title available?)
• Blackwell optimal policies in a Markov decision process with a Borel state space
• On the time discretization of stochastic optimal control problems: the dynamic programming approach
• Some ideas for comparison of Bellman chains.
• Sequential Control Variates for Functionals of Markov Processes
• Controlled two-dimensional Markov chains between two absorbing barriers

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