Strategic measures in optimal control problems for stochastic sequences (Q4518327)
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scientific article; zbMATH DE number 1533064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic measures in optimal control problems for stochastic sequences |
scientific article; zbMATH DE number 1533064 |
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Strategic measures in optimal control problems for stochastic sequences (English)
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20 November 2000
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optimal control
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functional constraints
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discrete-time stochastic processes
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convex programming
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finite mixtures of nonrandomized strategies
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discrete-time Markov processes
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occupation measures
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