A note on ‘monotone optimal policies for markov decision processes’

DOI10.1007/BF01609021zbMath0387.90106OpenAlexW2066238538MaRDI QIDQ4168414

Dieter Kalin

Publication date: 1978

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01609021

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Related Items (4)

Unnamed Item ⋮ Increasing Lipschitz continuous maximizers of some dynamic programs ⋮ Negatively isotone optimal policies for random walk type Markov decision processes ⋮ On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit

Cites Work

• Unnamed Item
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• On the Optimality of $(s,S)$-Policies in Dynamic Inventory Models with Finite Horizon
• On the Opimality of $( {s,S} )$ Inventory Policies: New Conditions and a New Proof

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