On asymptotic optimality in probability and almost surely in dynamic control

DOI10.1080/17442509008833660MaRDI QIDQ3211228zbMATH OpenOpenAlexFDO

Authors A. V. Asriev, Vladimir Rotar

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833660

zbMATH Keywords

Asymptotic optimalitylarge time horizons

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 18954
• The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality
• scientific article; zbMATH DE number 219315
• On Optimality in Probability and Almost Surely for Processes with a Communication Property. I. The Discrete Time Case
• Asymptotic optimality in probability and almost surely for controls in the linear regulator problem

Cited in

(10)

• A probabilistic version of the turnpike theorem for homogeneous convex control models
• Asymptotic optimality in probability and almost surely for controls in the linear regulator problem
• Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon
• The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality
• Sample path optimality for a Markov optimization problem
• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
• scientific article; zbMATH DE number 18954 (Why is no real title available?)
• On almost sure optimization for stochastic control systems
• scientific article; zbMATH DE number 219315 (Why is no real title available?)
• On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case

This page was built for publication: On asymptotic optimality in probability and almost surely in dynamic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3211228)