Publication:3710444
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zbMath0584.93073MaRDI QIDQ3710444
Publication date: 1985
49L20: Dynamic programming in optimal control and differential games
90C39: Dynamic programming
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
93E20: Optimal stochastic control
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
60J60: Diffusion processes
49J55: Existence of optimal solutions to problems involving randomness
93-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory