On a discrete optimal control problem with incomplete information

DOI10.1080/02331938508842992zbMath0564.93067OpenAlexW2007943317MaRDI QIDQ3679088

Gisela Trippler, Hans-Jürgen Sebastian

Publication date: 1985

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938508842992

zbMATH Keywords

discrete maximum principleincomplete informationFinite-stage decision processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Discrete-time control problems with uncertain information

Cites Work

• A maximum principle for stochastic control systems
• An extended functional equation as a necessary and sufficient optimality condition for a discrete, control problem with incomplete information
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