Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints

DOI10.1007/978-3-540-69532-5_8zbMath1147.93423OpenAlexW23471683MaRDI QIDQ3528730

Eugene A. Feinberg

Publication date: 17 October 2008

Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69532-5_8

zbMATH Keywords

sequential decision problemsoptimality of nonrandomized policies

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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