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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1977, Volume 17, Number 1, Pages 52–63 (Mi zvmmf5898)  
A class of multistage stochastic optimal control problems

E. M. Berkovich

Moscow
Full-text PDF (1373 kB)
Received: 27.06.1975
English version:
USSR Computational Mathematics and Mathematical Physics, 1977, Volume 17, Issue 1, Pages 47–57
DOI: https://doi.org/10.1016/0041-5553(77)90068-4
Bibliographic databases:
Document Type: Article
UDC: 519.3:62-50
MSC: Primary 93E25; Secondary 93E20, 60H10
Language: Russian
Citation: E. M. Berkovich, “A class of multistage stochastic optimal control problems”, Zh. Vychisl. Mat. Mat. Fiz., 17:1 (1977), 52–63; U.S.S.R. Comput. Math. Math. Phys., 17:1 (1977), 47–57
Citation in format AMSBIB
\Bibitem{Ber77}
\by E.~M.~Berkovich
\paper A class of multistage stochastic optimal control problems
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1977
\vol 17
\issue 1
\pages 52--63
\mathnet{http://mi.mathnet.ru/zvmmf5898}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0490356}
\zmath{https://zbmath.org/?q=an:0358.93048}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1977
\vol 17
\issue 1
\pages 47--57
\crossref{https://doi.org/10.1016/0041-5553(77)90068-4}
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