Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state

DOI10.1239/aap/1035227995zbMath0904.90171OpenAlexW2003418532MaRDI 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

zbMATH Keywords

dynamic programmingfluctuating environmentfinite horizon Markov decision process

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Ecology (92D40)

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