An approximation procedure for stochastic dynamic programming in countable state space

DOI10.1080/02331937808842472zbMath0386.90061OpenAlexW2051622126MaRDI QIDQ4168796

A. Hahnewald-Busch, V. Nollau

Publication date: 1978

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331937808842472

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Dynamic programming (90C39)

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Clustering Based Approximation Procedure for Semi-Markov Decision Processes with Incomplete State Information ⋮ Finite state approximation algorithms for average cost denumerable state Markov decision processes ⋮ Zur konstruktfon ∊-optimaler polltiken in markovschen entscheidungsmodellen mit überabzämbarem zustandsraum ⋮ Approximations and bounds for a generalized optimal stopping problem

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