scientific article

zbMath0466.90046MaRDI QIDQ3919441

E. B. Dynkin, Alexander A. Yushkevich

Publication date: 1975

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic dynamic programmingMarkovian decision processesstochastic models of economic growthBorel spaces of statesdiscounted returnsfinite-time-horizon modelsgeneral sets of statesHoward improvementinfinite-time-horizon modelsmeasurability of optimal policiesmeasurability of transition functionsmeasurable choice theoremsnondiscounted infinite-time modelsparametric discount factor

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic programming (90C15) Dynamic programming (90C39) Economic growth models (91B62) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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