On the Optimality of Structured Policies in Countable Stage Decision Processes. II: Positive and Negative Problems
DOI10.1137/0132038zbMATH Open0358.90084OpenAlexW2016402009WikidataQ114847191 ScholiaQ114847191MaRDI QIDQ4132298FDOQ4132298
Authors: David M. Kreps, Evan L. Porteus
Publication date: 1977
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0132038
Markov processes (60J99) Decision theory for games (91A35) Hamilton-Jacobi theories (49L99) Stochastic games, stochastic differential games (91A15)
Cited In (4)
- A mixed value and policy iteration method for stochastic control with universally measurable policies
- On convergence of value iteration for a class of total cost Markov decision processes
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
- On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
This page was built for publication: On the Optimality of Structured Policies in Countable Stage Decision Processes. II: Positive and Negative Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4132298)