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Q3221798 - MaRDI portal

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scientific article

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    publication date
    1982
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    Mathematics Subject Classification ID
    93-01
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    90C39
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    49L20
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    90C40
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    90C15
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    90-01
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    49-01
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    49J55
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    49K45
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    93E20
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    93C55
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    93C99
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    91A60
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    90B05
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    90B22
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    90B25
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    60K25
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    90B30
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    zbMATH DE Number
    3889341
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    zbMATH Keywords
    dynamic programming
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    deterministic and stochastic optimal control
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    Linear/quadratic/Gaussian
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    models
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    maximum principle
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    sequential scheduling
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    multi-arm bandits
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    incomplete state information
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    certainty- equivalence
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    separation principles
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    author
    Peter Whittle
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