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Stochastic dynamic programming: Caution and probing - MaRDI portal

Stochastic dynamic programming: Caution and probing (Q3927163)

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Stochastic dynamic programming: Caution and probing
scientific article

    Statements

    title
    Stochastic dynamic programming: Caution and probing (English)
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    publication date
    1981
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    Mathematics Subject Classification ID
    93E20
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    90C39
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    49K45
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    93B05
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    93E11
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    93E12
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    41A58
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    zbMATH DE Number
    3741287
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    zbMATH Keywords
    stochastic control
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    cost function
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    deterministic term
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    caution term
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    probing term
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    Markov process
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    Bellman's dynamic programming method
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    author
    Yaakov Bar-Shalom
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