Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control
From MaRDI portal
Publication:4191938
DOI10.1137/0316065zbMath0405.93044OpenAlexW2150153095MaRDI QIDQ4191938
Dimitri P. Bertsekas, Steven E. Shreve
Publication date: 1978
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0316065
Related Items (12)
On the complexity of linear quadratic control ⋮ EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE ⋮ Markov decision processes with a minimum-variance criterion ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case ⋮ Semi-Markov decision processes with a reachable state-subset ⋮ On the optimality of (s, S)-strategies in a minimax inventory model with average cost criterion ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Risk, uncertainty, and complexity ⋮ Minimax selection theorems
This page was built for publication: Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control