scientific article; zbMATH DE number 949660

MaRDI QIDQ4716336zbMATH OpenFDO

Authors Michael Stieglitz, K. Hinderer

Publication date 26 November 1996

zbMATH Keywords

Markovian decision processesstochastic control modelconvex cost functionsincreasing and Lipschitz continuous minimizerslinear transition lawstochastic linear-convex system

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(4)

• An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
• Cash management in a randomly varying environment
• Monotonicity of minimizers in optimization problems with applications to Markov control processes
• Increasing Lipschitz continuous maximizers of some dynamic programs

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