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Mathematische Operationsforschung und Statistik. Series Optimization Volume 11, 1980 - Issue 2
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Original Articles

Zur bestimmung optimaler strategien für unvollständig beobachtbare diskrete stopp-steuer-probleme

P.H. Müller Sektion Mathematik, Technische Universitat Dresden, Mommsen- str. 13, Dresden, DDT& - 8027
&
S. Vogel Sektion Mathematik, Rechentechnik und okonomische Kybernetik, Teehnische Hochschule Ilmenau, Ilmenau, DDR - 63, Am Ehrenberg
Pages 311-331 | Received 01 Feb 1979, Published online: 05 Jul 2007
 
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Abstract

Using a fixed point theorem given in this paper the existence of optimal strategies for a partially observable non-Markovian discrete-time control and stopping problem is proved.

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