A Dynamic Programming Algorithm for Embedded Markov Chains when the Planning Horizon is at Infinity

DOI10.1287/MNSC.10.4.716zbMath0995.90622OpenAlexW2100466235MaRDI QIDQ2778998

John S. de Cani

Publication date: 22 October 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.10.4.716

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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