On asymptotic optimality in probability and almost surely in dynamic control
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Publication:3211228
DOI10.1080/17442509008833660zbMATH Open0722.93079OpenAlexW2017747956MaRDI QIDQ3211228FDOQ3211228
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
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- On Optimality in Probability and Almost Surely for Processes with a Communication Property. II. The Continuous Time Case
- Sample path optimality for a Markov optimization problem
- The controlled diffusion process model: conditions for asymptotic optimality in probability and almost sure asymptotic optimality
- On almost sure optimization for stochastic control systems
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- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- Asymptotic optimality in probability and almost surely for controls in the linear regulator problem
- A probabilistic version of the turnpike theorem for homogeneous convex control models
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- Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon
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