On the Iterative Method of Dynamic Programming on a Finite Space Discrete Time Markov Process

DOI10.1214/aoms/1177699999zbMath0136.14107OpenAlexW2059014627MaRDI QIDQ5510366

Barry W. Brown

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699999

zbMATH Keywords

operations research

Related Items (13)

Connectedness conditions used in finite state Markov decision processes ⋮ Nonstationary Markov decision problems with converging parameters ⋮ On optimality criteria for dynamic programs with long finite horizons ⋮ Unnamed Item ⋮ Separable value functions for infinite horizon average reward Markov decision processes ⋮ An axiomatic approach to Markov decision processes ⋮ A value iteration method for undiscounted multichain Markov decision processes ⋮ Unnamed Item ⋮ Modelling of hydrological persistence for hidden state Markov decision processes ⋮ Exponential convergence of products of stochastic matrices ⋮ Contraction mappings underlying undiscounted Markov decision problems ⋮ The concept of state in discrete dynamic programming ⋮ On the set of optimal policies in discrete dynamic programming

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