A priori bounds for approximations of Markov programs

DOI10.1016/0022-247X(79)90232-4zbMath0419.90081MaRDI QIDQ1132740

Ward Whitt

Publication date: 1979

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

zbMATH Keywords

dynamic programminga priori boundscountable state spaceapproximations of Markov programsstandard discounted homogeneous Markov program

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Easy Affine Markov Decision Processes

Cites Work

• Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards
• Finite-state approximations to denumerable-state dynamic programs
• Approximations of Dynamic Programs, II
• Optimal Policy in a Dynamic, Single Product, Nonstationary Inventory Model with Several Demand Classes
• Contraction Mappings in the Theory Underlying Dynamic Programming

This page was built for publication: A priori bounds for approximations of Markov programs