Finite-state approximations to denumerable-state dynamic programs

DOI10.1016/0022-247X(71)90106-5MaRDI QIDQ2546335zbMATH OpenFDO

Authors Yanyan Li

Publication date 1971

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(71)90106-5

Mathematics Subject Classification ID

Stochastic systems and control (93E99)

Cites work

• Contraction Mappings in the Theory Underlying Dynamic Programming
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Non-Discounted Denumerable Markovian Decision Models
• Turnpike Planning Horizons for a Markovian Decision Model

Cited in

(12)

• Finite state approximation algorithms for average cost denumerable state Markov decision processes
• Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
• Finite-state approximations for denumerable state discounted Markov decision processes
• A priori bounds for approximations of Markov programs
• Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes
• Finite state approximation for denumerable-state infinite horizon contracted Markov decision processes: The policy space method
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
• A stability result for linear Markovian stochastic optimization problems
• Discretizing dynamic programs
• Some basic concepts of numerical treatment of Markov decision models
• Solution of continuous-time markovian decision models using infinite linear programming
• Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space

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