On the Fixed Points of the Optimal Reward Operator in Stochastic Dynamic Programming with Discount Factor Greater than One

DOI10.1002/ZAMM.19770570808zbMath0368.90111OpenAlexW2115256676MaRDI QIDQ4145162

Gerhard Hübner

Publication date: 1977

Published in: ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19770570808

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)

Related Items (2)

Some basic concepts of numerical treatment of Markov decision models ⋮ Bounds for the quality and the number of steps in Bellman's value iteration algorithm

Cites Work

• Finite state Markovian decision processes
• Unnamed Item

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