On submodular value functions and complex dynamic programming

DOI10.1080/15326349808807514zbMath0913.90260OpenAlexW1981545206MaRDI QIDQ4221678

Ger Koole, Eitan Altman

Publication date: 2 December 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349808807514

zbMATH Keywords

stochastic controlstochastic gamesmonotone optimal policiescomplex dynamic programmingsubmodular value functions

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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