A model and methods of uniformly optimal stochastic control
type: Item
instance of: scholarly article
title: A model and methods of uniformly optimal stochastic control
zbMATH Open document ID: 0828.93067
author: V. V. Baranov
published in: Automation and Remote Control
publication date: 1994-05-08T00:00:00Z
review text: The author considers the problem of optimal control for a controlled Markovian sequence under the average reward criterion. Under assumptions of contraction, he derives strategies which are uniformly optimal with respect to all possible finite time horizons.
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 553550
zbMATH Keywords: optimal control
zbMATH Keywords: controlled Markovian sequence
zbMATH Keywords: average reward criterion
zbMATH Keywords: finite time horizons
reviewed by: Albrecht Irle
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 553550