ON SEQUENTIALLY CONTROLLED MARKOV PROCESSES

DOI10.1070/SM1971v015n04ABEH001565zbMath0263.60040OpenAlexW2053661250MaRDI QIDQ5679514

Alexander K. Zvonkin

Publication date: 1972

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1971v015n04abeh001565

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Optimal stopping in statistics (62L15) Markov processes (60J99) Hamilton-Jacobi theories (49L99)

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