Successive Approximations for Finite Horizon, Semi-Markov Decision Processes with Application to Asset Liquidation

DOI10.1287/opre.34.4.638zbMath0622.90089MaRDI QIDQ3760316

John W. Mamer

Publication date: 1986

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.34.4.638

zbMATH Keywords

successive approximation; optimal policies; finite horizon semi-Markov decision processes

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

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