Optimal control by means switchings

DOI10.4064/sm-45-2-161-171zbMath0266.93068OpenAlexW1147562204MaRDI QIDQ5684937

Zabczyk, Jerzy

Publication date: 1973

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/217734

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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