A modified form of the iterative method of dynamic programming
From MaRDI portal
Publication:1217020
DOI10.1214/aos/1176343008zbMath0304.90115MaRDI QIDQ1217020
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343008
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
90C40: Markov and semi-Markov decision processes
49L99: Hamilton-Jacobi theories
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