Solutions of generalized stochastic optimization problems

DOI10.1080/00207727508941803zbMATH Open0301.93075OpenAlexW2148611393MaRDI QIDQ4055498

N. U. Ahmed

Publication date: 1975

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941803

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Optimal Control of Partially Observable Diffusions
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