scientific article; zbMATH DE number 3907509

MaRDI QIDQ3684944zbMATH OpenFDO

Authors Hans-Joachim Plum

Publication date 1985

zbMATH Keywords

dynamic programmingoptimal policiescontrolled Markovian jump processestechnique of time discretization

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Optimal stochastic control (93E20)

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