Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies

DOI10.1080/02331939208843787zbMath0817.90130OpenAlexW1978404110MaRDI QIDQ4327913

H.-D. Dahlke

Publication date: 27 March 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843787

zbMATH Keywords

recursive reward functions\(N\)-stage stochastic decision modeladditive total rewardsfinite-stage stochastic decision processrecursive reward structure

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Discounted Dynamic Programming
• Negative Dynamic Programming
• Possibilities of solution in stochastic decision models with recursive reward functions

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