The Bellman's principle of optimality in the discounted dynamic programming (Q1112737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bellman's principle of optimality in the discounted dynamic programming |
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The Bellman's principle of optimality in the discounted dynamic programming (English)
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1987
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The author presents a short proof of Bellman's optimality principle in discounted dynamic programming, which states that the policy \(\pi\) is optimal if and only if its reward I(\(\pi)\) satisfies the optimality equation. The given proof is based on the properties of the conditional expectation. Some further applications of the author's technique are proposed.
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Bellman's optimality principle
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discounted dynamic programming
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