Controlled random sequences and Markov chains

DOI10.1070/RM1982V037N06ABEH004028zbMath0537.93069OpenAlexW2078626515MaRDI QIDQ3323823

R. Chitashvili, Alexander A. Yushkevich

Publication date: 1982

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1982v037n06abeh004028

zbMATH Keywords

bibliographyBellman's equationdiscrete-time random processescontrolled homogeneous Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)

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