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zbMath0655.93077MaRDI QIDQ3803016

Igor V. Evstigneev

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum principle stochastic optimization random field oriented graph existence of an optimal control stability of optimal controls

Mathematics Subject Classification ID

Random fields (60G60) Special processes (60K99) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Directed graphs (digraphs), tournaments (05C20) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

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