A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices. (Q1426778)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices. |
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A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices. (English)
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15 March 2004
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The author presents a new weakly monotonic backward induction algorithm working on bounded subsets of vector lattices. He proves some properties, gives examples and applications and illustrates the behavior of the algorithm. He describes a new way of handling weakly monotonic policies for nonstationary Markov decision processes in partially ordered spaces.
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discrete-time controlled dynamic system
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nonstationary Markov decision process
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weakly monotonic optimal policy
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partial order
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vector lattices
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handling
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