On optimal policies and martingales in dynamic programming

DOI10.2307/3212470zbMath0353.90091OpenAlexW4243780620MaRDI QIDQ4124635

Ulrich Rieder

Publication date: 1976

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

Full work available at URL: https://doi.org/10.2307/3212470

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

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