Finitely Additive Dynamic Programming
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Publication:2800365
DOI10.1287/moor.2015.0717zbMath1334.90195OpenAlexW1826402072MaRDI QIDQ2800365
Publication date: 15 April 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2015.0717
Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Set functions and measures on spaces with additional structure (28C99)
Related Items (5)
Upper and lower conditional probabilities induced by a multivalued mapping ⋮ Envelopes of conditional probabilities extending a strategy and a prior probability ⋮ Zero-sum games with charges ⋮ On the equivalence of mixed and behavior strategies in finitely additive decision problems ⋮ Optimal Markov strategies
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