Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control

DOI10.1137/0316065zbMath0405.93044OpenAlexW2150153095MaRDI QIDQ4191938

Dimitri P. Bertsekas, Steven E. Shreve

Publication date: 1978

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0316065

zbMATH Keywords

Finite Horizon Discrete-Time Stochastic Optimal Control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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