Citation:
A. G. Fakeyev, “On necessary conditions of optimality for sequential decision problems”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 742–746; Theory Probab. Appl., 14:4 (1969), 710–713
\Bibitem{Fak69}
\by A.~G.~Fakeyev
\paper On necessary conditions of optimality for sequential decision problems
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 4
\pages 742--746
\mathnet{http://mi.mathnet.ru/tvp1518}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=301879}
\zmath{https://zbmath.org/?q=an:0205.22702|0198.24606}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 4
\pages 710--713
\crossref{https://doi.org/10.1137/1114090}
Linking options:
https://www.mathnet.ru/eng/tvp1518
https://www.mathnet.ru/eng/tvp/v14/i4/p742
This publication is cited in the following 5 articles:
Teruo Tanaka, “A D–solution of a multi–parameter continuous time optimal stopping problem with constraints”, Journal of Information and Optimization Sciences, 40:4 (2019), 839
Teruo Tanaka, “Fakeev's necessary conditions for optimality in multi–parameter optimal stopping problems”, Journal of Information and Optimization Sciences, 39:8 (2018), 1627
M. S. Tihov, “On the sequential estimation of the trend parameter for a diffusion-type process with quadratic and non-quadratic loss functions”, Theory Probab. Appl., 26:3 (1982), 607–614