Recursive methods in probability control

DOI10.1007/978-4-431-68450-3_3MaRDI QIDQ5692191zbMATH OpenOpenAlexFDO

Authors Seiichi Iwamoto

Publication date 27 September 2005

Published in Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-4-431-68450-3_3

zbMATH Keywords

dynamic programmingrecursive methodsprobability control

Mathematics Subject Classification ID

Dynamic programming (90C39) Utility theory (91B16) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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