scientific article; zbMATH DE number 3831758
control of Markov chainsincomplete informationlocal optimal controloptimal synthesissequential controltwo armed bandit problemvalue functions
Existence of optimal solutions to problems involving randomness (49J55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Nonparametric hypothesis testing (62G10) Sequential statistical design (62L05) Management decision making, including multiple objectives (90B50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Synthesis problems (93B50) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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