Ordinal Dynamic Programming

DOI10.1287/MNSC.21.9.967MaRDI QIDQ4077689zbMATH OpenOpenAlexFDO

Authors Matthew J. Sobel

Publication date 1975

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.21.9.967

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49L99) Inventory, storage, reservoirs (90B05) Decision theory (91B06)

Cited in

(18)

• Percentiles and Markovian decision processes
• The shortest path problem with two objective functions
• Theory and applications of generalized dynamic programming: An overview
• Some comments on preference order dynamic programming models
• Decomposition methods in multiobjective discrete-time dynamic problems
• An abstract topological approach to dynamic programming
• Dynamic programming and principles of optimality
• Finite state Markov decision models with average reward criteria
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• Monotonicity and the principle of optimality
• A general decomposition approach for multi-criteria decision trees
• Does backwards induction imply subgame perfection?
• Interactive procedure for a multiobjective stochastic discrete dynamic problem
• Discounting axioms imply risk neutrality
• Decomposition of multiple criteria mathematical programming problems by dynamic programming
• Multiple objectives and non-separability in stochastic dynamic programming
• Markov-perfect equilibria in intergenerational games with consistent preferences
• Discrete dynamic programming with outcomes in random variable structures

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