A natural extension of the MacQueen extrapolation

DOI10.1016/0022-247X(81)90264-XzbMath0466.90083MaRDI QIDQ1155520

Karl-Heinz Waldmann

Publication date: 1981

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

zbMATH Keywords

Cartesian product state spaceMacQueen extrapolationstationary infinite stage dynamic programvalue function bounds

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39)

Related Items (1)

Approximations of inventory models

Cites Work

• Markov renewal decision processes with finite horizon
• Estimates for finite-stage dynamic programs
• A modified dynamic programming method for Markovian decision problems
• Optimization of stochastic systems. Topics in discrete-time systems
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Bayesian dynamic programming
• Numerical aspects in Bayesian inventory control
• Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Some Bounds for Discounted Sequential Decision Processes
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