Optimal open loop Markov decision rules may require parametric excitation

DOI10.4310/CIS.2010.V10.N4.A6zbMATH Open1230.90108OpenAlexW2035544365MaRDI QIDQ622327

Roger W. Brockett

Publication date: 31 January 2011

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1290608951

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Optimal stochastic control (93E20)

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