Über die optimalität von strategien in stochastischen dynamischen minimax-entscheidungsmodellen I

DOI10.1080/02331938108842738zbMath0524.90104OpenAlexW2124232546MaRDI QIDQ3039121

Heinz-Uwe Küenle

Publication date: 1981

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938108842738

zbMATH Keywords

existence of optimal strategiesmue-epsilon-optimalitystochastic dynamic two-person zero-sum games

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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