A weakly monotonic backward induction algorithm on finite bounded subsets of vector lattices.

DOI10.1016/j.cam.2003.11.007zbMath1044.93038OpenAlexW2100452314MaRDI QIDQ1426778

Andreea B. Dragut

Publication date: 15 March 2004

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2003.11.007

zbMATH Keywords

partial ordervector latticeshandlingdiscrete-time controlled dynamic systemnonstationary Markov decision processweakly monotonic optimal policy

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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Cites Work

• Competitive chaos
• Dynamic monotonicity and comparative statics for real options
• Solving nonstationary infinite horizon stochastic production planning problems
• Stochastic Monotonicity and Stationary Distributions for Dynamic Economies
• The Optimal Level of Experimentation
• Monotone Comparative Statics under Uncertainty
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