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Publication:3967383
zbMath0501.90088MaRDI QIDQ3967383
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal controlconvex optimizationstochastic calculusdiscrete time stochastic processexogenous random disturbancesmartingale type of optimality conditionnon- Markovian
Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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