Stable sequential control rules and Markov chains

DOI10.1016/0022-247X(63)90007-6zbMath0129.30703MaRDI QIDQ2394949

C. Derman

Publication date: 1963

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

zbMATH Keywords

probability theory

Related Items (6)

Markovian sequential control processes. Denumerable state space ⋮ On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ On the life and work of Cyrus Derman ⋮ Unnamed Item ⋮ Mean, variance and probabilistic criteria in finite Markov decision processes: A review ⋮ On the solvability of Bellman's functional equation for a Markovian decision process

Cites Work

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• On the functional equation of dynamic programming
• Linear Programming and Sequential Decisions
• On Sequential Decisions and Markov Chains
• What is the Laplace Transform?

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