Geodesic
On asymptotic estimates in a dynamic decision-making
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 2, pp. 250-268 
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/
@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},
     year = {1969},
     volume = {14},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a5/}
}
TY  - JOUR
AU  - B. G. Pittel'
TI  - On asymptotic estimates in a dynamic decision-making
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1969
SP  - 250
EP  - 268
VL  - 14
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a5/
LA  - ru
ID  - TVP_1969_14_2_a5
ER  - 
%0 Journal Article
%A B. G. Pittel'
%T On asymptotic estimates in a dynamic decision-making
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1969
%P 250-268
%V 14
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1969_14_2_a5/
%G ru
%F TVP_1969_14_2_a5

Voir la notice de l'article provenant de la source Math-Net.Ru

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.