Dynamic programming and principles of optimality

DOI10.1016/0022-247X(78)90166-XzbMath0406.49014MaRDI QIDQ1257661

Moshe Sniedovich

Publication date: 1978

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Dynamic ProgrammingPrinciples of OptimalitySequential Decision Model

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (6)

Sequential minimaxization under dynamic programming structure ⋮ Theory and applications of generalized dynamic programming: An overview ⋮ Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies ⋮ Generalized dynamic programming for multicriteria optimization ⋮ Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen ⋮ Monotonicity and the principle of optimality

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterization of optimal operating policies for finite dams
• Preference Order Dynamic Programming
• Ordinal Dynamic Programming
• Composition Principles for Synthesis of Optimal Multistage Processes
• On Linear Programming in a Markov Decision Problem

This page was built for publication: Dynamic programming and principles of optimality