scientific article
zbMath0703.90091MaRDI QIDQ3483104
Publication date: 1990
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
surveyinfinite horizonBellman equationcomputational methodsstochastic dynamic programmingpolicy iterationvalue iterationcontinuous-timelong run average rewardexpected discounted rewardexpected total rewardsemi- Markov decision processesstochastic, sequential decision processes
Linear programming (90C05) Stochastic programming (90C15) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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