Possibilities of solution in stochastic decision models with recursive reward functions

DOI10.1080/02331939008843635zbMath0717.93065OpenAlexW2050847290MaRDI QIDQ5749224

Karin Weigel

Publication date: 1990

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843635

zbMATH Keywords

value iterationreward functionstochastic decision modelrecursive-additive reward functions

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (1)

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

Cites Work

• Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen
• Composition Principles for Synthesis of Optimal Multistage Processes
• Discounted Dynamic Programming

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