Recursive methods in probability control

DOI10.1007/978-4-431-68450-3_3zbMATH Open1130.93435OpenAlexW31291808MaRDI QIDQ5692191FDOQ5692191

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

Recommendations

• scientific article; zbMATH DE number 3934902
• Near-optimal control for stochastic recursive problems
• scientific article; zbMATH DE number 1786293
• scientific article; zbMATH DE number 3843637
• scientific article; zbMATH DE number 3986411
• Probabilistic recurrence relations revisited
• Probabilistic recurrence relations

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)

Cited In (3)

• Recursive method to solve the problem of ``Gambling with God
• Title not available (Why is that?)
• Random-direction optimization algorithms with applications to threshold controls

This page was built for publication: Recursive methods in probability control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5692191)