New classes of stochastic control processes

DOI10.1016/0022-247X(68)90200-XzbMath0223.93041MaRDI QIDQ2548232

Richard Bellman

Publication date: 1968

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

93E20: Optimal stochastic control

Related Items

An appreciation of Professor Richard Bellman, Selective computation. I. Linear algebraic systems, Finite-state, discrete-time optimization with randomly varying observation quality, Invariant imbedding and a class of variational problems, Optimal stochastic control for discrete-time linear system with interrupted observations, Bounds on the value of information in uncertain decision problems

Cites Work

• Transcendental numbers and fractal functions in problems of finite control of distributed systems
• Discrete-time interrupted stochastic control processes
• Abstraction and pattern classification
• On analogues of Poincaré-Lyapunov theory for multipoint boundary-value problems
• Time-lag control systems
• Differential equations: Stability, oscillations, time lags
• Differential games
• On the “bang-bang” control problem
• Optimum Sequential Search and Approximation Methods Under Minimum Regularity Assumptions
• Conditional Markov Processes
• A note on interrupted stochastic control processes
• DYNAMIC PROGRAMMING APPLIED TO CONTROL PROCESSES GOVERNED BY GENERAL FUNCTIONAL EQUATIONS
• Asymptotic Control Theory
• Optimal Discounted Stochastic Control for Diffusion Processes
• Sequential Selection of Experiments
• Some aspects of the sequential design of experiments
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item