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zbMath0463.90093MaRDI QIDQ3914787

L. P. J. Groenewegen

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale general state space general action space discrete-time decision process stochastic analogues of Bellman's optimality principle

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Multistage and repeated games (91A20)

Related Items (1)

On theory and algorithms for Markov decision problems with the total reward criterion

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