Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme (Q685012)

From MaRDI portal





scientific article; zbMATH DE number 416656
Language Label Description Also known as
English
Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
scientific article; zbMATH DE number 416656

    Statements

    Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme (English)
    0 references
    0 references
    19 September 1993
    0 references
    See the review in Zbl 0749.93080.
    0 references
    dynamic stochastic system
    0 references
    transition probabilities
    0 references

    Identifiers