Publication:3483104

zbMath0703.90091MaRDI QIDQ3483104

Martin L. Puterman

Publication date: 1990

zbMATH Keywords

survey; infinite horizon; Bellman equation; computational methods; stochastic dynamic programming; policy iteration; value iteration; continuous-time; long run average reward; expected discounted reward; expected total reward; semi- Markov decision processes; stochastic, sequential decision processes

Mathematics Subject Classification ID

90C05: Linear programming

90C15: Stochastic programming

93C55: Discrete-time control/observation systems

90C39: Dynamic programming

90C40: Markov and semi-Markov decision processes

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

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