CONTINUOUS TIME CONTROL OF MARKOV-PROCESSES ON AN ARBITRARY STATE SPACE - DISCOUNTED REWARDS

被引：24

作者：

DOSHI, BT ^{[1
]}

机构：

[1] RUTGERS STATE UNIV,CTR STATISTICS,NEW BRUNSWICK,NJ 08903

来源：

关键词：

D O I：

10.1214/aos/1176343653

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1219 / 1235

页数：17

共 27 条

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[2]

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[3]

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[4]

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[5]

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[6]

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[7] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J].

FLEMING, WH .

[8]

HINDERER K, 1970, F NONSTATIONARY DYNA

[9]

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[10]

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