A modified form of the iterative method of dynamic programming

DOI10.1214/AOS/1176343008MaRDI QIDQ1217020zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, Henk Tijms

Publication date 1975

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176343008

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40)

Cited in

(5)

• scientific article; zbMATH DE number 4031438 (Why is no real title available?)
• On the functional equations in undiscounted and sensitive discounted stochastic games
• Some basic concepts of numerical treatment of Markov decision models
• A Fixed Point Approach to Undiscounted Markov Renewal Programs
• Algorithms for stochastic games ? A survey

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