Geodesic
On asymptotic estimates in a~dynamic decision-making
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 250-268

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An optimal control problem for a Markov process (with finite number of states in the stochastic version and with infinite number of states in the deterministic version) is considered. A generalization of the results due to Bellman and Romanovsky concerning the asymptotic representation of the maximal return as a function of the total number of steps is obtained. 
@article{TVP_1969_14_2_a5,
     author = {B. G. Pittel'},
     title = {On asymptotic estimates in a~dynamic decision-making},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {250--268},
     publisher = {mathdoc},
     volume = {14},
     number = {2},
     year = {1969},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a5/}
}
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B. G. Pittel'. On asymptotic estimates in a~dynamic decision-making. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 250-268. http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a5/