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Publication:3313617
zbMath0531.90062MaRDI QIDQ3313617
Daniel P. Heyman, Matthew J. Sobel
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic optimizationstochastic processessequential gamesComputational ConsiderationsMyopic Optimal Policiesstochastic models in operations research
Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Dynamic programming (90C39) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Foundations of stochastic processes (60G05) Operations research and management science (90Bxx) Special processes (60Kxx)
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