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Publication:3026895
zbMath0624.93078MaRDI QIDQ3026895
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programming equationpartial observationsexistence theoryNecessary conditions for optimalityfinite state Markov processcontrol of diffusion processes
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
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