scientific article; zbMATH DE number 440540

MaRDI QIDQ3140690zbMATH OpenFDO

Authors Emmanuel Fernández-Gaucherand, Steven I. Marcus, Ari Arapostathis

Publication date 5 December 1993

zbMATH Keywords

discrete-time stochastic controlMarkov decision processesMarkov processes

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)

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(6)

• Explicit solutions for multivariate, discrete-time control problems under uncertainty
• Solution to a class of stochastic LQ problems with bounded control
• A note on König and close convexity in minimax theorems
• Bellman equations for scalar linear convex stochastic control problems
• Decoupling non-sequential stochastic control problems
• (Almost) everything you always wanted to know about deterministic control problems in stratified domains

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