scientific article; zbMATH DE number 3956823

MaRDI QIDQ3725880zbMATH OpenFDO

Authors K. Hinderer

Publication date 1984

zbMATH Keywords

concavityconvexitymonotonicityoptimal policiesstructural properties of the value functionsurvey

Mathematics Subject Classification ID

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

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Cited in

(18)

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

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