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An inverse optimal problem in discrete-time stochastic control - MaRDI portal

An inverse optimal problem in discrete-time stochastic control (Q4908669)

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scientific article; zbMATH DE number 6142139
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English
An inverse optimal problem in discrete-time stochastic control
scientific article; zbMATH DE number 6142139

    Statements

    title
    An inverse optimal problem in discrete-time stochastic control (English)
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    publication date
    6 March 2013
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    zbMATH Keywords
    inverse optimal problem
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    stochastic optimal control
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    discrete-time optimal control
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    dynamic welfare economics
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    system of stochastic difference
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    90C40
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    49N45
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    91B70
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    93C55
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    zbMATH DE Number
    6142139
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    OpenAlex ID
    W2126102075
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