An infinite-horizon stochastic discrete-time Pontryagin principle
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Publication:419866
DOI10.1016/j.na.2009.01.063zbMath1238.90134MaRDI QIDQ419866
Publication date: 20 May 2012
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2009.01.063
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
39A12: Discrete version of topics in analysis
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