A modified form of the iterative method of dynamic programming
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Publication:1217020
DOI10.1214/AOS/1176343008zbMath0304.90115OpenAlexW2066579401MaRDI QIDQ1217020
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343008
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)
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