Stochastic Control over Discrete Time

Atle Seierstad ()
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Atle Seierstad: University of Oslo, Department of Economics

Chapter 1 in Stochastic Control in Discrete and Continuous Time, 2008, pp 1-82 from Springer

Keywords: Stochastic Maximum Principle; Optimality Equation; Markov Control; Optimal Value Function; Continuous Stochastic Variables (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-76617-1_1

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