Note—A Note on Dynamic Programming with Unbounded Rewards

DOI10.1287/mnsc.24.5.576zbMath0374.49015OpenAlexW2000859117MaRDI QIDQ4151296

Jaap Wessels, J. A. E. E. Van Nunen

Publication date: 1978

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.24.5.576

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Operations research and management science (90B99) Hamilton-Jacobi theories (49L99)

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