Possibilities of solution in stochastic decision models with recursive reward functions

DOI10.1080/02331939008843635MaRDI QIDQ5749224zbMATH OpenOpenAlexFDO

Authors Karin Weigel

Publication date 1990

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939008843635

zbMATH Keywords

recursive-additive reward functionsreward functionstochastic decision modelvalue iteration

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

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Cites work

• Composition Principles for Synthesis of Optimal Multistage Processes
• Discounted Dynamic Programming
• Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen

Cited in

(7)

• Conditional decision processes with recursive function
• On Markovian decision programming with recursive reward functions
• A priori action-decision models: technical results
• Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies
• scientific article; zbMATH DE number 1795124 (Why is no real title available?)
• scientific article; zbMATH DE number 4119979 (Why is no real title available?)
• Converging decision processes with multiplicative reward system

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