Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time |
scientific article |
Statements
Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (English)
0 references
18 February 2021
0 references
discrete-time systems
0 references
stochastic optimal control
0 references
probabilistic criterion
0 references
dynamic programming
0 references
Bellman function
0 references
0 references
0 references
0 references
0 references
0 references
0 references
