Parameter Imprecision in Finite State, Finite Action Dynamic Programs

DOI10.1287/opre.34.1.120zbMath0605.90129OpenAlexW2146443332MaRDI QIDQ3743146

Chelsea C. III White, Hany K. El-Deib

Publication date: 1986

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.34.1.120

zbMATH Keywords

successive approximationspolicy iterationsuboptimal strategiesimprecise utility functionfinite state, finite action dynamic programsimprecise reward structureone-step transition value-function

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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