Conditional decision processes with recursive function

DOI10.1006/jmaa.1998.6192zbMath0916.90267OpenAlexW2013208815MaRDI QIDQ1284032

Seiichi Iwamoto

Publication date: 6 July 1999

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

Full work available at URL: https://doi.org/10.1006/jmaa.1998.6192

zbMATH Keywords

multistage decision processesdynamic choice problemrecursive reward system

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Stochastic optimization of forward recursive functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A class of nonseparable dynamic programming problems
• Sequential decision making in fuzzy environment
• Fuzzy dynamic programming: Main developments and applications
• Associative dynamic programs
• Dynamic programming for non-additive stochastic objectives
• Dynamic Choice Theory and Dynamic Programming
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Decision Problems with Expected Utility Critera, I: Upper and Lower Convergent Utility
• Decision Problems with Expected Utility Criteria, II: Stationarity
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• STOCHASTIC DECISION-MAKING IN A FUZZY ENVIRONMENT
• Composition Principles for Synthesis of Optimal Multistage Processes
• Scheduling to Minimize Interaction Cost
• Decision-Making in a Fuzzy Environment
• On Markov policies for minimax decision processes

This page was built for publication: Conditional decision processes with recursive function