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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 250–268
(Mi tvp1168)
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This article is cited in 1 scientific paper (total in 1 paper)
On asymptotic estimates in a dynamic decision-making
B. G. Pittel' Leningrad
Abstract:
An optimal control problem for a Markov process (with finite number of states in the stochastic version and with infinite number of states in the deterministic version) is considered. A generalization of the results due to Bellman and Romanovsky concerning the asymptotic representation of the maximal return as a function of the total number of steps is obtained.
Received: 20.10.1967
Citation:
B. G. Pittel', “On asymptotic estimates in a dynamic decision-making”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 250–268; Theory Probab. Appl., 14:2 (1969), 244–262
Linking options:
https://www.mathnet.ru/eng/tvp1168 https://www.mathnet.ru/eng/tvp/v14/i2/p250
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Abstract page: | 182 | Full-text PDF : | 74 |
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