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Conditions for the equivalence of optimality criteria in dynamic programming

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Publication:1235681
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DOI10.1214/aos/1176343590zbMath0351.93038OpenAlexW1984683446MaRDI QIDQ1235681

James Flynn

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aos/1176343590



Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)


Related Items (7)

Density estimation and adaptive control of Markov processes: Average and discounted criteria ⋮ A forecast horizon and a stopping rule for general Markov decision processes ⋮ Remarks on sensitive equilibria in stochastic games with additive reward and transition structure ⋮ On optimality criteria for dynamic programs with long finite horizons ⋮ Unnamed Item ⋮ Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state ⋮ Decentralized evolutionary mechanisms for intertemporal economies: A possibility result




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