scientific article
zbMATH Open0472.90030MaRDI QIDQ3927037
Publication date: 1981
Title of this publication is not available (Why is that?)
surveymaximum principledynamic programmingKalman filtercalculus of variationsportfolio selectionintroductioneconomic applicationslinear-quadratic Gaussian problementerprisesmanagement decisions
Decision theory (91B06) Filtering in stochastic control theory (93E11) Applications of mathematical programming (90C90) Dynamic programming in optimal control and differential games (49L20) Controllability (93B05) Production models (90B30) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Observability (93B07) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Operations research and management science (90B99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)
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