On the Fixed Points of the Optimal Reward Operator in Stochastic Dynamic Programming with Discount Factor Greater than One

DOI10.1002/ZAMM.19770570808zbMATH Open0368.90111OpenAlexW2115256676MaRDI QIDQ4145162FDOQ4145162

Authors: Gerhard Hübner 

Publication date: 1977

Published in: ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19770570808

Mathematics Subject Classification ID

Stochastic programming (90C15) Hamilton-Jacobi theories (49L99) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Finite state Markovian decision processes

Cited In (2)

• Bounds for the quality and the number of steps in Bellman's value iteration algorithm
• Some basic concepts of numerical treatment of Markov decision models

This page was built for publication: On the Fixed Points of the Optimal Reward Operator in Stochastic Dynamic Programming with Discount Factor Greater than One

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4145162)