On dynamic programming for sequential decision problems under a general form of uncertainty

DOI10.1007/BF01194249zbMath0880.90133OpenAlexW2001061371MaRDI QIDQ1360872

Paolo Dai Pra, Cristina Rudari, Wolfgang J. Runggaldier

Publication date: 26 August 1997

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01194249

zbMATH Keywords

discrete-time control problemssequential decision problems under uncertainty

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (1)

Concepts and methods for discrete and continuous time control under uncertainty

Cites Work

• Dynamic programming and stochastic control
• Theory of evidence ? A survey of its mathematical foundations, applications and computational aspects
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