scientific article; zbMATH DE number 3889341
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Publication:3221798
certainty- equivalencedeterministic and stochastic optimal controldynamic programmingincomplete state informationLinear/quadratic/Gaussianmaximum principlemodelsmulti-arm banditsseparation principlessequential scheduling
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Queueing theory (aspects of probability theory) (60K25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Inventory, storage, reservoirs (90B05) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Production models (90B30) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Optimal stochastic control (93E20)
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