Monotonicity and bounds for convex stochastic control models

DOI10.1007/BF01415581zbMath0809.93054MaRDI QIDQ4296294

Rudi Zagst, Ulrich Rieder

Publication date: 19 June 1994

Published in: [https://portal.mardi4nfdi.de/entity/Q3199221 ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

convex stochastic ordering; convex stochastic control

Mathematics Subject Classification ID

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

93E03: Stochastic systems in control theory (general)

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Cites Work

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