A linear programming approach to general non-stationary dynamic programming problems (Q3872230): Difference between revisions
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Revision as of 03:28, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear programming approach to general non-stationary dynamic programming problems |
scientific article |
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A linear programming approach to general non-stationary dynamic programming problems (English)
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1979
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stochastic dynamic programming
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optimal policies
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general state space
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general action space
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non-stationary dynamic programming
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Markov decision process
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generalised linear programming
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duality theory
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optimality conditions
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measure theoretic topics
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restatement as linear programming problem
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