Publication:3483104
zbMath0703.90091MaRDI QIDQ3483104
Publication date: 1990
survey; infinite horizon; Bellman equation; computational methods; stochastic dynamic programming; policy iteration; value iteration; continuous-time; long run average reward; expected discounted reward; expected total reward; semi- Markov decision processes; stochastic, sequential decision processes
90C05: Linear programming
90C15: Stochastic programming
93C55: Discrete-time control/observation systems
90C39: Dynamic programming
90C40: Markov and semi-Markov decision processes
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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