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Methods of uniform optimal stochastic control

  • Methods of Analysis and Modeling of Nonlinear Dynamic Systems
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References

  1. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes [in Russian], Nauka, Moscow (1975).

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  2. D. Bertsekas and S. Shreve, Stochastic Optimal Control [Russian translation], Nauka, Moscow (1985).

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  3. V. V. Baranov, "Optimizing successive approximation methods in Markov decision processes," Kibernetika, No. 4, 103–111 (1985).

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  4. V. V. Baranov, "A recursive algorithm for Markov decision processes," Kibernetika, No. 4, 98–103 (1982).

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Authors
  1. V. V. Baranov
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  2. V. I. Salyga
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Additional information

Translated from Upravlenie Nelineinymi Sistemami, Vsesoyuznyi Nauchno-Issledovatel'skii Institut Sistemnykh Issledovanii, Sbornik Trudov, No. 4, pp. 107–116, 1991.

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Baranov, V.V., Salyga, V.I. Methods of uniform optimal stochastic control. Comput Math Model 5, 98–105 (1994). https://doi.org/10.1007/BF01128583

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