New classes of stochastic control processes

DOI10.1016/0022-247X(68)90200-XzbMath0223.93041MaRDI QIDQ2548232

Richard Bellman

Publication date: 1968

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items

An appreciation of Professor Richard Bellman ⋮ Selective computation. I. Linear algebraic systems ⋮ Bounds on the value of information in uncertain decision problems ⋮ Finite-state, discrete-time optimization with randomly varying observation quality ⋮ Invariant imbedding and a class of variational problems ⋮ Optimal stochastic control for discrete-time linear system with interrupted observations

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