scientific article; zbMATH DE number 949660

zbMATH Open0860.90126MaRDI QIDQ4716336FDOQ4716336

Authors: Michael Stieglitz, K. Hinderer 

Publication date: 26 November 1996

Title of this publication is not available (Why is that?)

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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)

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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