An inverse optimal problem in discrete-time stochastic control

DOI10.1080/10236198.2011.613596zbMath1260.93175OpenAlexW2126102075MaRDI QIDQ4908669

Onésimo Hernández-Lerma, David González-Sánchez

Publication date: 6 March 2013

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2011.613596

zbMATH Keywords

stochastic optimal controldiscrete-time optimal controlinverse optimal problemdynamic welfare economicssystem of stochastic difference

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Inverse problems in optimal control (49N45)

Related Items (4)

Potential differential games ⋮ Stochastic differential games: the potential approach ⋮ Dynamic potential games: the discrete-time stochastic case ⋮ Potential difference games and applications

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