Publication:3919441
zbMath0466.90046MaRDI QIDQ3919441
E. B. Dynkin, Alexander A. Yushkevich
Publication date: 1975
stochastic dynamic programming; Markovian decision processes; stochastic models of economic growth; Borel spaces of states; discounted returns; finite-time-horizon models; general sets of states; Howard improvement; infinite-time-horizon models; measurability of optimal policies; measurability of transition functions; measurable choice theorems; nondiscounted infinite-time models; parametric discount factor
60J05: Discrete-time Markov processes on general state spaces
90C15: Stochastic programming
90C39: Dynamic programming
91B62: Economic growth models
90C40: Markov and semi-Markov decision processes
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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