Increasing Lipschitz continuous maximizers of some dynamic programs
From MaRDI portal
Publication:2638956
DOI10.1007/BF02283614zbMath0717.90083MaRDI QIDQ2638956
Publication date: 1991
Published in: Annals of Operations Research (Search for Journal in Brave)
discrete concavity; computational implications; continuous state and action space; discrete state and action space; Lipschitz continuous maximizers; multi-stage allocation; one-stage optimization
Related Items
Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes, On polychotomous search problems
Cites Work
- Monotone optimal decision rules and their computation
- Capital accumulation and the optimization of renewable resource models
- Characterization of optimal operating policies for finite dams
- Optimal regulation policies for a multipurpose reservoir with seasonal input and return function
- On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit
- A Dichotomous Search for a Geometric Random Variable
- Note—A Computational Refinement for Discrete-Valued Dynamic Programs with Convex Functions
- A note on ‘monotone optimal policies for markov decision processes’
- On dichotomous search with direction-dependent costs for a uniformly hidden object
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item