Overtaking Optimality for Markov Decision Chains

DOI10.1287/moor.4.2.144zbMath0409.90084OpenAlexW2020234455MaRDI QIDQ4197648

Eric V. Denardo, Uriel G. Rothblum

Publication date: 1979

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.4.2.144

zbMATH Keywords

Dynamic ProgrammingMarkov Decision ChainsOvertaking Optimality

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Minimax problems in mathematical programming (90C47) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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