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Dynamic programming and Markov potential theory. (English) Zbl 0284.49012
Mathematical Center Tracts. 51. Amsterdam: Mathematisch Centrum. VI, 134 p. Dfl. 15.00 (1974).

MSC:
49L99 Hamilton-Jacobi theories
49-02 Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
93E99 Stochastic systems and control
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60J05 Discrete-time Markov processes on general state spaces
62L15 Optimal stopping in statistics
91B06 Decision theory
90C99 Mathematical programming
60J45 Probabilistic potential theory
60-02 Research exposition (monographs, survey articles) pertaining to probability theory