The bellman equation for vector-valued semi-markovian dyanmic programiing

DOI10.1080/02331939608844239zbMath0868.90136OpenAlexW2102252483MaRDI QIDQ2785393

V. Nollau

Publication date: 26 August 1997

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939608844239

zbMATH Keywords

Bellman equationsemi-Markovian dynamic programmingvector-valued rewards

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Recurrence set-relations in stochastic multiobjective dynamic decision processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Contraction Mappings in the Theory Underlying Dynamic Programming