The Bellman's principle of optimality in the discounted dynamic programming

DOI10.1016/0022-247X(87)90176-4zbMath0659.90090MaRDI QIDQ1112737

Kazuyoshi Wakuta

Publication date: 1987

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Bellman's optimality principlediscounted dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

Optimal stationary policies in the vector-valued Markov decision process ⋮ On discounted dynamic programming with constraints

Cites Work

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• Optimal Plans for Dynamic Programming Problems
• Markovian Decision Processes with Compact Action Spaces
• Discounted Dynamic Programming
• Arbitrary State Markovian Decision Processes

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