Conditional decision processes with recursive function

DOI10.1006/JMAA.1998.6192MaRDI QIDQ1284032zbMATH OpenOpenAlexFDO

Authors Seiichi Iwamoto

Publication date 6 July 1999

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

Full work available at URL https://doi.org/10.1006/jmaa.1998.6192

zbMATH Keywords

multistage decision processesdynamic choice problemrecursive reward system

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(4)

• Stochastic optimization of forward recursive functions
• scientific article; zbMATH DE number 1795124 (Why is no real title available?)
• A posteriori conditional general expected value with product-product operation in nondeterministic decision processes
• Markov decision processes with risk-sensitive criteria: an overview

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