On the convergence of the average expected return in dynamic programming

DOI10.1016/0022-247X(74)90260-1zbMath0296.49020MaRDI QIDQ1213642

Arie Hordijk

Publication date: 1974

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

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

Cites Work

• Finite state Markovian decision processes
• Discrete Dynamic Programming
• Discrete Dynamic Programming with a Small Interest Rate
• Unnamed Item

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