Application of two inequality results for concave functions to a stochastic optimization problem

DOI10.1016/0022-247X(76)90165-7zbMath0343.93099MaRDI QIDQ1232388

Chelsea C. III White

Publication date: 1976

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Structural results for partially observed control models ⋮ Multistate Bayesian Control Chart Over a Finite Horizon ⋮ Application of Jensen's inequality to adaptive suboptimal design

Cites Work

• Unnamed Item
• Optimal control of Markov processes with incomplete state information
• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function

This page was built for publication: Application of two inequality results for concave functions to a stochastic optimization problem