scientific article; zbMATH DE number 4031479
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Publication:3772035
zbMATH Open0633.93001MaRDI QIDQ3772035FDOQ3772035
Authors: Dimitri P. Bertsekas, Steven Shreve 
Publication date: 1985
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Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Cited In (6)
- Discrete stochastic system linear output control with respect to a quadratic criterion
- A guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behaviour and moment problem
- Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints and Bellman-Isaacs equations
- Strong average optimality criterion for continuous-time Markov decision processes
- Stability estimating in optimal stopping problem
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