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Functional equations in the theory of dynamic programming. XI: Limit theorems

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Publication:773497
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DOI10.1007/BF02843697zbMath0097.35602OpenAlexW2122178863MaRDI QIDQ773497

Richard Bellman

Publication date: 1960

Published in: Rendiconti del Circolo Matemàtico di Palermo. Serie II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02843697


zbMATH Keywords

dynamic programmingfunctional equationslimit theorems


Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Functional equations and inequalities (39B99)


Related Items (3)

Finding a contour with the smallest mean expenses in a graph with variable arc lengths. The simplest case ⋮ Algorithms for solving discrete optimal control problems with infinite time horizon and determining minimal mean cost cycles in a directed graph as decision support tool ⋮ On the solvability of Bellman's functional equation for a Markovian decision process




Cites Work

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