A simple proof of Whittle's bridging condition in dynamic programming

DOI10.2307/3213223zbMath0449.90096OpenAlexW4235447423MaRDI QIDQ3896866

Roger T. Hartley

Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213223

zbMATH Keywords

sufficient regularity conditionnegative dynamic programmingWhittle's bridging condition

Mathematics Subject Classification ID

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

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