A note on constructing e-optimal policies for controlled markov jump models with unbounded characteristics

DOI10.1080/17442508908833565zbMath0681.93069OpenAlexW2036022298MaRDI QIDQ4731121

Nico M. van Dijk

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833565

zbMATH Keywords

controlled Markov jump modelsdiscrete-time dynamic programming

Mathematics Subject Classification ID

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