Publication:3313617

Publication date: 1984

stochastic optimization; stochastic processes; sequential games; Computational Considerations; Myopic Optimal Policies; stochastic models in operations research

Mathematics Subject Classification ID

90C15: Stochastic programming

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

90C39: Dynamic programming

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

91A15: Stochastic games, stochastic differential games

90C40: Markov and semi-Markov decision processes

90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming

60G05: Foundations of stochastic processes

90Bxx: Operations research and management science

60Kxx: Special processes

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