Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II
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Published By Springer Berlin Heidelberg

9783642007859, 9783642007866

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Two-person nonzero sum stochastic differential games with stopping time

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120741 ◽

1976 ◽

pp. 15-18

Author(s):

Avner Friedman

Keyword(s):

Differential Games ◽

Stopping Time ◽

Stochastic Differential Games

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The structure of jump processes and related control problems

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120740 ◽

1976 ◽

pp. 2-14 ◽

Author(s):

M. H. A. Davis

Keyword(s):

Jump Processes ◽

Control Problems

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On dynamic programming recursions for multiplicative Markov decision chains

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120753 ◽

1976 ◽

pp. 216-226 ◽

Author(s):

Karel Sladký

Keyword(s):

Dynamic Programming ◽

Markov Decision

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Controls optimal from time t onward and dynamic programming for systems of controlled jump processes

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120748 ◽

1976 ◽

pp. 125-153 ◽

Author(s):

Raymond Rishel

Keyword(s):

Dynamic Programming ◽

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Necessary and sufficient conditions for optimal solutions to a survivor search problem

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120754 ◽

1976 ◽

pp. 227-245 ◽

Author(s):

Lawrence D. Stone

Keyword(s):

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Search Problem ◽

Optimal Solutions ◽

Necessary And Sufficient

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Nonanticipativity and L 1-martingales in stochastic optimization problems

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120750 ◽

1976 ◽

pp. 170-187 ◽

Author(s):

R. T. Rockafellar ◽

R. J.-B. Wets

Keyword(s):

Stochastic Optimization ◽

Optimization Problems

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General necessary conditions for optimal control of stochastic systems

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120743 ◽

1976 ◽

pp. 30-48 ◽

Author(s):

U. G. Haussmann

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Necessary Conditions

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Discretizations of multistage stochastic programming problems

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120747 ◽

1976 ◽

pp. 111-124 ◽

Author(s):

Paul Olsen

Keyword(s):

Stochastic Programming ◽

Multistage Stochastic Programming

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Monotone optimal policies for Markov decision processes

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120752 ◽

1976 ◽

pp. 202-215 ◽

Author(s):

Richard F. Serfozo

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Optimal Policies ◽

Markov Decision

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Discrete approximations for stochastic control problems with control acting continuously and impulsively

Mathematical Programming Studies - Stochastic Systems: Modeling, Identification and Optimization, II ◽

10.1007/bfb0120745 ◽

1976 ◽

pp. 73-96 ◽

Author(s):

Harold Kushner

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Discrete Approximations ◽

Stochastic Control Problems

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