Controlled Random Fields on an Oriented Graph

DOI10.1137/1133070zbMath0669.93087OpenAlexW2036866700MaRDI QIDQ3823500

Igor V. Evstigneev

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133070

zbMATH Keywords

maximum principlestochastic optimizationrandom fieldoriented graphexistence of an optimal controlstability 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)

Related Items (4)

Stochastic equilibria on graphs, I ⋮ Two-parameter optimal stopping problem with switching costs ⋮ Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk ⋮ Dynamic interaction models of economic equilibrium

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