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

DOI10.1002/ZAMM.19770570808MaRDI QIDQ4145162zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• 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

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