A modified form of the iterative method of dynamic programming

DOI10.1214/AOS/1176343008zbMath0304.90115OpenAlexW2066579401MaRDI QIDQ1217020

Arie Hordijk, Henk C. Tijms

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343008

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

Related Items (5)

Algorithms for stochastic games ? A survey ⋮ Some basic concepts of numerical treatment of Markov decision models ⋮ A Fixed Point Approach to Undiscounted Markov Renewal Programs ⋮ On the functional equations in undiscounted and sensitive discounted stochastic games ⋮ Unnamed Item

This page was built for publication: A modified form of the iterative method of dynamic programming