Estimates for finite-stage dynamic programs

DOI10.1016/0022-247X(76)90288-2zbMath0334.49031MaRDI QIDQ1228974

Karl Hinderer

Publication date: 1976

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)

Related Items (7)

Bounds for the approximation of dynamic programs ⋮ Some basic concepts of numerical treatment of Markov decision models ⋮ On optimality criteria for dynamic programs with long finite horizons ⋮ A natural extension of the MacQueen extrapolation ⋮ Computing efficient steady state policies for deterministic dynamic programs. I ⋮ Markov programming by successive approximations with respect to weighted supremum norms ⋮ Improved iterative computation of the expected discounted return in Markov and semi-Markov chains

Cites Work

• The optimal reward operator in dynamic programming
• A modified dynamic programming method for Markovian decision problems
• Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung
• Discounted Dynamic Programming
• Negative Dynamic Programming
• Turnpike Planning Horizons for a Markovian Decision Model
• Some Bounds for Discounted Sequential Decision Processes
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