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A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices. - MaRDI portal

A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices. (Q1426778)

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scientific article; zbMATH DE number 2057232
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A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices.
scientific article; zbMATH DE number 2057232

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    A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices. (English)
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    15 March 2004
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    The author presents a new weakly monotonic backward induction algorithm working on bounded subsets of vector lattices. He proves some properties, gives examples and applications and illustrates the behavior of the algorithm. He describes a new way of handling weakly monotonic policies for nonstationary Markov decision processes in partially ordered spaces.
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    discrete-time controlled dynamic system
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    nonstationary Markov decision process
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    weakly monotonic optimal policy
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    partial order
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    vector lattices
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    handling
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