Stochastic control theory and operational research
type: Item
instance of: scholarly article
title: Stochastic control theory and operational research
zbMATH Open document ID: 0564.90030
DOI: 10.1016/0377-2217(84)90123-1
author: Reinhard Neck
published in: European Journal of Operational Research
publication date: 1984-01-01T00:00:00Z
review text: The survey is ''primarily meant for decision makers with a mathematical background, who want to understand how useful (optimal: the reviewer) stochastic control theory can be as an aid for making decision on the level of the firm.'' After brief reviews of deterministic optimal control and stochastic systems, results on general stochastic optimal control are indicated and recent results on applications in operations research are reviewed.
Mathematics Subject Classification ID: 90B99
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90-02
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 3900487
zbMATH Keywords: finance
zbMATH Keywords: advertising
zbMATH Keywords: production-inventory models
zbMATH Keywords: information policy
zbMATH Keywords: stochastic processes
zbMATH Keywords: survey
zbMATH Keywords: stochastic systems
reviewed by: Fritz Colonius
MaRDI profile type: Publication
full work available at URL: 0377-2217(84)90123-1
OpenAlex ID: W2078113993
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