COMPUTING AVERAGE OPTIMAL CONSTRAINED POLICIES IN STOCHASTIC DYNAMIC PROGRAMMING

DOI10.1017/S0269964801151089zbMath1087.90523OpenAlexW2057467090MaRDI QIDQ2713008

Linn I. Sennott

Publication date: 2001

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964801151089

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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