Étude asymptotique des systèmes markoviens à commande

E. Lanery

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (1967)

  • Volume: 1, Issue: 5, page 3-56
  • ISSN: 0764-583X

How to cite

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Lanery, E.. "Étude asymptotique des systèmes markoviens à commande." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 1.5 (1967): 3-56. <http://eudml.org/doc/193090>.

@article{Lanery1967,
author = {Lanery, E.},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
keywords = {operations research},
language = {fre},
number = {5},
pages = {3-56},
publisher = {Dunod},
title = {Étude asymptotique des systèmes markoviens à commande},
url = {http://eudml.org/doc/193090},
volume = {1},
year = {1967},
}

TY - JOUR
AU - Lanery, E.
TI - Étude asymptotique des systèmes markoviens à commande
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 1967
PB - Dunod
VL - 1
IS - 5
SP - 3
EP - 56
LA - fre
KW - operations research
UR - http://eudml.org/doc/193090
ER -

References

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  1. [1] R. ELLMAN : Dynamic Programming. - Princeton University Press 1957. Zbl0077.13605MR90477
  2. [2] R. BELLMAN : A Markovian decision process. Journal of Mathematics and Mechanics, vol. 6 (1957), n° 5, p. 679-684. Zbl0078.34101MR91859
  3. [3] D. BLACKWELL : Discrete Dynamic Programming. - Annals of Mathematical Statistics, vol. 33 (1962), n° 6, p. 719-726. Zbl0133.12906MR149965
  4. [4] C. DERMAN : On Sequential Décisions and Markov Chains. - Management Science, vol. 9 (1962), n° 1, p. 16-24. Zbl0995.90621MR169685
  5. [5] J. H. EATON and L. A. ZADEH: Optimal pursuit stratégies in discrete state probailistic systems. - Journal of Basic Engineering, vol. 84 (1962), série D, p. 23-29. MR153510
  6. [6] P. L. HENNEQUIN et A. TORTRAT : Théorie des Probabilités et quelques applications. - Masson, Paris 1965. Zbl0128.37403MR178481
  7. [7] R. A. HOWARD : Dynamic Programming and Markov Processes. - The Massachusetts Institute of Technology, 1960. Zbl0091.16001MR118514
  8. [8] J. G. KEMENY et J. L. SNELL : Finite Markov Chains. - Van Nostrand, Princeton 1960. Zbl0089.13704MR115196
  9. [9] E. LANERY : Étude asymptotique des systèmes markoviens à commande. - Comptes-Rendus de l'Académie des Sciences de Paris, t. 264, p. 712-714 (10 avril 1967). Zbl0152.16502MR215635
  10. [10] R. PALLU DE LA BARRIERE : Cours d'Automatique Théorique. - Dunod, Paris 1966. Zbl0133.39601MR187954
  11. Traduction anglaise : Optimal Control Theory. - Saunders, Philadelphia 1967. 

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