Publication:3919441

zbMath0466.90046MaRDI QIDQ3919441

E. B. Dynkin, Alexander A. Yushkevich

Publication date: 1975

zbMATH Keywords

stochastic dynamic programming; Markovian decision processes; stochastic models of economic growth; Borel spaces of states; discounted returns; finite-time-horizon models; general sets of states; Howard improvement; infinite-time-horizon models; measurability of optimal policies; measurability of transition functions; measurable choice theorems; nondiscounted infinite-time models; parametric discount factor

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

90C15: Stochastic programming

90C39: Dynamic programming

91B62: Economic growth models

90C40: Markov and semi-Markov decision processes

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

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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