On optimal policies and martingales in dynamic programming

DOI10.2307/3212470zbMATH Open0353.90091OpenAlexW4243780620MaRDI QIDQ4124635FDOQ4124635

Authors: Ulrich Rieder 

Publication date: 1976

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212470

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40)

Cited In (9)

• Discrete-time risk-aware optimal switching with non-adapted costs
• Markov renewal decision processes with finite horizon
• Finitely additive dynamic programming
• Inflationary equilibrium in a stochastic economy with independent agents
• Title not available (Why is that?)
• Countably additive gambling with a general expected reward
• Two characterizations of optimality in dynamic programming
• Estimating Probability Distributions by Observing Betting Practices
• Limit-optimal strategies in countable state decision problems

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