Numerical methods of successive elimination and optimization in stochastic optimal control

zbMATH Open0776.93093MaRDI QIDQ1803091FDOQ1803091

Authors: V. V. Baranov 

Publication date: 29 June 1993

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

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zbMATH Keywords

optimal stochastic controldiscrete dynamic programming

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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