Stochastic control theory and operational research
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.
scientific article; zbMATH DE number 3900487
scientific article