Conditional decision processes with recursive function

DOI10.1006/JMAA.1998.6192zbMATH Open0916.90267OpenAlexW2013208815MaRDI QIDQ1284032FDOQ1284032

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

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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 (3)

• Stochastic optimization of forward recursive functions
• Title not available (Why is that?)
• Markov decision processes with risk-sensitive criteria: an overview

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