Markov strategies for optimal control problems indexed by a partially ordered set

DOI10.1214/aop/1176993508zbMath0519.60042OpenAlexW2078711499MaRDI QIDQ1054365

Robert J. Vanderbei, Gregory F. Lawler

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993508

zbMATH Keywords

optimal control problemMarkov fieldMarkov strategiespartially ordered index set

Mathematics Subject Classification ID

Random fields (60G60) Stopping times; optimal stopping problems; gambling theory (60G40) Markov processes (60J99)

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