scientific article; zbMATH DE number 3265247

zbMATH Open0165.43402MaRDI QIDQ5551715

Karel Sladký

Publication date: 1969

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal controlordinary differential equationsMarkov chainsuccessive approximations

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX)

Cites Work

• Unnamed Item
• Dynamic programming, Markov chains, and the method of successive approximations
• A modified dynamic programming method for Markovian decision problems

Related Items (2)

A sparse Markov chain approximation of LQ-type stochastic control problems. ⋮ The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.

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