On Bounds for Dynamic Programs

DOI10.1287/MOOR.10.2.220MaRDI QIDQ3680638zbMATH OpenOpenAlexFDO

Authors Karl-Heinz Waldmann

Publication date 1985

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.10.2.220

zbMATH Keywords

boundsoperator equationextrapolation methodsisotone operatorfinite horizon Markov renewal decision model

Mathematics Subject Classification ID

Dynamic programming (90C39)

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Cited in

(12)

• Asymptotic properties in dynamic programming
• Bounds for the approximation of dynamic programs
• Lo-Keng Hua inequality and dynamic programming
• Replacement process decomposition for discounted Markov renewal programming
• Cash management in a randomly varying environment
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• Recursive utility and the Ramsey problem
• General limit value in dynamic programming
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• A Dynamic Programming Solution to Bounded Dejittering Problems
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