scientific article; zbMATH DE number 2048369
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Publication:4451692
zbMath1059.93132MaRDI QIDQ4451692
Vivek S. Borkar, Sanjoy K. Mitter
Publication date: 1 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ergodic controlcontrolled diffusionvalue functionpartially observed control problemstorage functionmartingale dynamic programming principle
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)
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