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Kikuchi, Ryoichi (1962) Variation principle in stochastic Markovian processes. Journal of Mathematical Analysis and Applications, 4. 488-493 doi:10.1016/0022-247x(62)90044-6

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Reference TypeJournal (article/letter/editorial)
TitleVariation principle in stochastic Markovian processes
JournalJournal of Mathematical Analysis and Applications
AuthorsKikuchi, RyoichiAuthor
Year1962 (June)Volume4
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(62)90044-6Search in ResearchGate
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Mindat Ref. ID12373548Long-form Identifiermindat:1:5:12373548:7
GUID0
Full ReferenceKikuchi, Ryoichi (1962) Variation principle in stochastic Markovian processes. Journal of Mathematical Analysis and Applications, 4. 488-493 doi:10.1016/0022-247x(62)90044-6
Plain TextKikuchi, Ryoichi (1962) Variation principle in stochastic Markovian processes. Journal of Mathematical Analysis and Applications, 4. 488-493 doi:10.1016/0022-247x(62)90044-6
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 4. Elsevier BV

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Schweitzer, Paul J, Gavish, Bezalel (1976) An optimality principle for Markovian decision processes. Journal of Mathematical Analysis and Applications, 54. 173-184 doi:10.1016/0022-247x(76)90243-2
(1962) Editorial Board. Journal of Mathematical Analysis and Applications, 4. doi:10.1016/0022-247x(62)90024-0
Warth, Wolfgang (1978) Approximation with interpolatory constraints. Journal of Mathematical Analysis and Applications, 64. 488-493 doi:10.1016/0022-247x(78)90057-4
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Eaton, J.H. (1962) Discrete-time interrupted stochastic control processes. Journal of Mathematical Analysis and Applications, 5. 287-305 doi:10.1016/s0022-247x(62)80011-0
Sancho, N.G.F (1985) Routing problems and Markovian decision processes. Journal of Mathematical Analysis and Applications, 105. 76-83 doi:10.1016/0022-247x(85)90097-6
(1962) List of forthcoming papers. Journal of Mathematical Analysis and Applications, 5. 168pp. doi:10.1016/0022-247x(62)90012-4
 
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