An approximation procedure for stochastic dynamic programming in countable state space

DOI10.1080/02331937808842472MaRDI QIDQ4168796zbMATH OpenOpenAlexFDO

Authors A. Hahnewald-Busch, V. Nollau

Publication date 1978

Published in Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331937808842472

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Minimax problems in mathematical programming (90C47)

Cited in

(4)

• Finite state approximation algorithms for average cost denumerable state Markov decision processes
• Clustering Based Approximation Procedure for Semi-Markov Decision Processes with Incomplete State Information
• Zur konstruktfon ∊-optimaler polltiken in markovschen entscheidungsmodellen mit überabzämbarem zustandsraum
• Approximations and bounds for a generalized optimal stopping problem

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