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zbMath0477.90050MaRDI QIDQ3934144

Rolf Klötzler

Publication date: 1981

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

zbMATH Keywords

error estimation duality Markov chain generalized discrete maximum principle additive return both-sided estimates of the optimal value stochastic discrete dynamic optimization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic programming (90C15) Dynamic programming (90C39) Duality theory (optimization) (49N15)

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