Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen

DOI10.1080/02331938508843021zbMath0613.90100OpenAlexW2064524558MaRDI QIDQ4721885

Wilfried Lipfert

Publication date: 1985

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938508843021

zbMATH Keywords

criteria of optimalityexistence of optimal strategiesgeneral reward functionalmulti-stage stochastic decision model

Mathematics Subject Classification ID

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

Related Items (2)

Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies ⋮ Possibilities of solution in stochastic decision models with recursive reward functions

Cites Work

• Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
• Dynamic programming and principles of optimality
• Decision Problems with Expected Utility Critera, I: Upper and Lower Convergent Utility
• Discounted Dynamic Programming
• Negative Dynamic Programming

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