Pliska, Stanley R. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 Documents MSC: 90C40 Markov and semi-Markov decision processes 93E20 Optimal stochastic control 90C39 Dynamic programming Keywords:discrete time stochastic process; exogenous random disturbances; non- Markovian; martingale type of optimality condition; stochastic calculus; convex optimization; optimal control Citations:Zbl 0488.00026 PDF BibTeX XML OpenURL