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PIECEWISE LINEAR DYNAMIC PROGRAMS WITH APPLICATIONS - MaRDI portal

PIECEWISE LINEAR DYNAMIC PROGRAMS WITH APPLICATIONS

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Publication:3893696

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DOI10.15807/JORSJ.23.91zbMath0447.90085OpenAlexW2181873103MaRDI QIDQ3893696

Katsushige Sawaki

Publication date: 1980

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.23.91

zbMATH Keywords

algorithm partially observable Markov decision processes policy improvement epsilon-optimal strategies monotone assumption contraction assumptions epsilon-optimal cost functions piecewise linear dynamic programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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