scientific article; zbMATH DE number 3956823

MaRDI QIDQ3725880zbMATH OpenFDO

Authors K. Hinderer

Publication date 1984

zbMATH Keywords

surveymonotonicityconcavityconvexityoptimal policiesstructural properties of the value function

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Recommendations

• Structural Properties of Stochastic Dynamic Programs
• Some structured dynamic programs arising in economics
• scientific article; zbMATH DE number 7733457
• Monotonicity in multidimensional Markov decision processes for the batch dispatch problem
• Non-concave dynamic programming

Cited in

(18)

• scientific article; zbMATH DE number 434546 (Why is no real title available?)
• Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information
• Structural Properties of Stochastic Dynamic Programs
• Monotonicity and bounds for convex stochastic control models
• Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
• ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM
• Estimates for finite-stage dynamic programs
• On stochastic dynamic programming for solving large-scale planning problems under uncertainty
• A new method of proving structural properties for certain class of stochastic dynamic control problems
• Affine Structure and Invariant Policies for Dynamic Programs
• scientific article; zbMATH DE number 4154240 (Why is no real title available?)
• Non-concave dynamic programming
• A note on the Ross-Taylor theorem
• Descent directions and efficient solutions in discretely distributed stochastic programs
• On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit
• Monotonicity in multidimensional Markov decision processes for the batch dispatch problem
• On solving stochastic MADM problems
• Increasing Lipschitz continuous maximizers of some dynamic programs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3725880)