Bounds and good policies in stationary finite–stage Markovian decision problems (Q3879083)

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Bounds and good policies in stationary finite–stage Markovian decision problems
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    Bounds and good policies in stationary finite–stage Markovian decision problems (English)
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    1980
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    Borel state space
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    Borel action space
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    measurability and boundedness assumptions
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    different decision horizons
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    finite horizon
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    Markovian stationary decision problem
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    infinite horizon
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    sequential similarity transformation method
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    first-step improvement method
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    interpolation between horizons
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