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zbMath0476.49020MaRDI QIDQ3933528

Jean Lévine

Publication date: 1981

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

zbMATH Keywords

dynamic programming necessary and sufficient optimality conditions stochastic control problem generalized separation principle incomplete, instantaneous and memoryless information

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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