Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme (Q685012)

From MaRDI portal





scientific article; zbMATH DE number 416656
Language Label Description Also known as
default for all languages
No label defined
    English
    Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
    scientific article; zbMATH DE number 416656

      Statements

      Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme (English)
      0 references
      0 references
      19 September 1993
      0 references
      See the review in Zbl 0749.93080.
      0 references
      dynamic stochastic system
      0 references
      transition probabilities
      0 references

      Identifiers