Dynamic programming for discrete-time stochastic systems of a general type

DOI10.1007/BF00970617zbMath0437.93049MaRDI QIDQ1141620

P. Rupshis

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites Work

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• Measurable relations
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Regular Conditional Expectations of Correspondences
• Sur les multi-applications mesurables
• Optimal control of stochastic processes

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