Finite state dynamic programming with the total reward criterion

DOI10.1007/BF01918627zbMath0602.90133OpenAlexW2161025139MaRDI QIDQ3738957

R. van Dawen

Publication date: 1986

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01918627

zbMATH Keywords

computationspolicy iterationexpected total reward criterionfinite state spaceexistence of optimal stationary policies

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the functional equation of dynamic programming
• On theory and algorithms for Markov decision problems with the total reward criterion
• Some remarks on a Markovian decision problem with an absorbing state
• Stationary Policies in Dynamic Programming Models Under Compactness Assumptions
• Pointwise and Uniformly Good Stationary Strategies for Dynamic Programming Models
• Dynamic programming and gambling models
• Discrete Dynamic Programming
• Negative Dynamic Programming
• Perturbation theory and finite Markov chains

This page was built for publication: Finite state dynamic programming with the total reward criterion