The Optimal Reward Operator in Negative Dynamic Programming

DOI10.1287/MOOR.17.4.921zbMATH Open0773.90087OpenAlexW2025643969MaRDI QIDQ4027786FDOQ4027786

Authors: A. Maitra, William D. Sudderth 

Publication date: 1 March 1993

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

Full work available at URL: http://hdl.handle.net/11299/199576

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zbMATH Keywords

optimal reward functionnegative dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited In (7)

• A mixed value and policy iteration method for stochastic control with universally measurable policies
• Finitely additive dynamic programming
• On convergence of value iteration for a class of total cost Markov decision processes
• Title not available (Why is that?)
• A note on negative dynamic programming for risk-sensitive control
• Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
• Ashok Prasad Maitra (1938-2008)

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