Article ID: | iaor19931622 |
Country: | United States |
Volume: | 35 |
Start Page Number: | 746 |
End Page Number: | 753 |
Publication Date: | Jun 1990 |
Journal: | Theory of Probability and its Applications |
Authors: | Vinnichenko S.V. |
Keywords: | control processes |
This paper presents some analytical and numerical methods for the construction of optimal behavior strategies in special problems of optimal control for random walks related to the optimal selection problem.