Monotonicity and bounds for convex stochastic control models

DOI10.1007/BF01415581zbMath0809.93054MaRDI QIDQ4296294

Rudi Zagst, Ulrich Rieder

Publication date: 19 June 1994

Published in: [https://portal.mardi4nfdi.de/entity/Q3199221 ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

convex stochastic orderingconvex stochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)

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Cites Work

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• Application of Jensen's inequality to adaptive suboptimal design
• Ordering of distributions and rearrangement of functions
• Stochastic optimal control. The discrete time case
• Sequential binary investment decisions. A Bayesian approach
• Jensen's inequality for a convex vector-valued function on an infinite-dimensional space
• Dynamic Process Improvement
• Structural results for partially observed control models
• Equivalent Comparisons of Experiments

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