Publication:3087469
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zbMath1228.93131MaRDI QIDQ3087469
Stefan Pickl, Dmitrii D. Lozovanu
Publication date: 16 August 2011
Full work available at URL: http://www.math.md/publications/basm/issues/y2011-n1/10841/
dynamic programming; polynomial time algorithm; discrete Markov process; limit state matrix; probability of state transition
49L20: Dynamic programming in optimal control and differential games
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E20: Optimal stochastic control