Optimal control of discrete time stochastic systems
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Publication:1224035
zbMath0322.93047MaRDI QIDQ1224035
Publication date: 1975
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Stochastic systems and control (93E99) Discrete-time control/observation systems (93C55) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
Related Items (6)
SOME DOUBLY STOCHASTIC TIME SERIES MODELS ⋮ Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation ⋮ Convergence of probability measures and Markov decision models with incomplete information ⋮ Application of Jensen's inequality to adaptive suboptimal design ⋮ Local optimality conditions for optimal stopping ⋮ Partially observable Markov decision processes with partially observable random discount factors
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