On the Behavior of the Optimal Value Operator of Dynamic Programming

DOI10.1287/moor.5.2.308zbMath0442.90101OpenAlexW4246729250MaRDI QIDQ3885556

Willem K. Klein Haneveld

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1287/moor.5.2.308

zbMATH Keywords

dynamic programmingoptimality equationfinite action spacefinite state spacemeasurable selection theoremdiscrete time dynamic programmingfinite stage Markovian stochastic optimization problemN-stage inventory control modeloptimal Markovian strategyoptimal value operatorsufficient well-behavior conditions

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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