Stability and characterisation conditions in negative programming

DOI10.2307/3212957MaRDI QIDQ3882214zbMATH OpenOpenAlexFDO

Authors Peter Whittle

Publication date 1980

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212957

zbMATH Keywords

characterisation conditionsfinite horizon minimal cost functioninfinite-horizon minimal cost functionnegative programmingstabilitystable domain

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited in

(1)

• A mixed value and policy iteration method for stochastic control with universally measurable policies

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