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On stationary policies - the general case

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Publication:1846101
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DOI10.1214/aos/1176342629zbMath0286.49028OpenAlexW2010650509MaRDI QIDQ1846101

Michael Orkin

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1214/aos/1176342629



Mathematics Subject Classification ID

Decision theory (91B06) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99) Existence theories in calculus of variations and optimal control (49J99)


Related Items (2)

Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games ⋮ Optimal Markov strategies




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