The Optimal Reward Operator in Negative Dynamic Programming

DOI10.1287/MOOR.17.4.921MaRDI QIDQ4027786zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

optimal reward functionnegative dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• scientific article; zbMATH DE number 3843524
• Nearly optimal stationary policies in negative dynamic programming
• The Bellman's principle of optimality in the discounted dynamic programming
• A Note on Positive Dynamic Programming
• scientific article; zbMATH DE number 1786117
• A note on negative dynamic programming for risk-sensitive control
• Finite state dynamic programming with the total reward criterion
• scientific article; zbMATH DE number 2189772
• On iterative optimization ol structured Markov decision processes with discounted rewards

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
• scientific article; zbMATH DE number 3843524 (Why is no real title available?)
• 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)

This page was built for publication: The Optimal Reward Operator in Negative Dynamic Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4027786)