scientific article

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

maximum principle dynamic programming models separation principles incomplete state information deterministic and stochastic optimal control certainty- equivalence Linear/quadratic/Gaussian multi-arm bandits sequential scheduling

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Production models (90B30) Discrete-time control/observation systems (93C55) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Optimality conditions for problems involving randomness (49K45) Probabilistic games; gambling (91A60) Existence of optimal solutions to problems involving randomness (49J55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Model systems in control theory (93C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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