Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
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Publication:4391409
DOI10.1239/aap/1035227995zbMath0904.90171MaRDI QIDQ4391409
E. J. Collins, John M. McNamara
Publication date: 2 June 1998
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1035227995
49L20: Dynamic programming in optimal control and differential games
90C39: Dynamic programming
90C40: Markov and semi-Markov decision processes
92D40: Ecology
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