scientific article

zbMath0703.90091MaRDI QIDQ3483104

Martin L. Puterman

Publication date: 1990

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveyinfinite horizonBellman equationcomputational methodsstochastic dynamic programmingpolicy iterationvalue iterationcontinuous-timelong run average rewardexpected discounted rewardexpected total rewardsemi- Markov decision processesstochastic, sequential decision processes

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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