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A discrete time stochastic decision model. (English) Zbl 0501.90088

Advances in filtering and optimal stochastic control, Proc. IFIP-WG 7/1 Work. Conf., Cocoyoc/Mex. 1982, Lect. Notes Contr. Inf. Sci. 42, 290-304 (1982).

MSC:

90C40 Markov and semi-Markov decision processes
93E20 Optimal stochastic control
90C39 Dynamic programming

Citations:

Zbl 0488.00026