An extended functional equation as a necessary and sufficient optimality condition for a discrete, control problem with incomplete information

DOI10.1080/02331937808842471zbMath0404.49019OpenAlexW2100951556MaRDI QIDQ4189712

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Publication date: 1978

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331937808842471

zbMATH Keywords

Optimal Control ProblemIncomplete InformationBellman Functional EquationsFinite Time HorizonOrdinary Difference Equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving ordinary differential equations (49K15)

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On a discrete optimal control problem with incomplete information

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