Stable sequential control rules and Markov chains

DOI10.1016/0022-247X(63)90007-6zbMATH Open0129.30703MaRDI QIDQ2394949FDOQ2394949

Authors: Cyrus Derman 

Publication date: 1963

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

zbMATH Keywords

probability theory

Cites Work

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• What is the Laplace Transform?
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• On sequential decisions and Markov chains
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• Linear programming and sequential decisions
• On the functional equation of dynamic programming

Cited In (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
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review
• On the life and work of Cyrus Derman
• Title not available (Why is that?)
• On the solvability of Bellman's functional equation for a Markovian decision process

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