Monotone Mappings with Application in Dynamic Programming

DOI10.1137/0315031MaRDI QIDQ4133416zbMATH OpenOpenAlexFDO

Authors Dimitri P. Bertsekas

Publication date 1977

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0315031

Mathematics Subject Classification ID

Nonlinear programming (90C30) Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40)

Cited in

(10)

• Robust shortest path planning and semicontractive dynamic programming
• On convergence of value iteration for a class of total cost Markov decision processes
• Stochastic dynamic programming with non-linear discounting
• A mixed value and policy iteration method for stochastic control with universally measurable policies
• Infinite-horizon minimax control with pointwise cost functional
• Robust topological policy iteration for infinite horizon bounded Markov decision processes
• Approximate policy iteration: a survey and some new methods
• Regular policies in abstract dynamic programming
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
• Joint chance constrained shortest path problem with Copula theory

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