The principle of optimality in dynamic programming: a pedagogical note

DOI10.1016/J.ORL.2024.107164MaRDI QIDQ6988290zbMATH OpenFDO

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Publication date 5 May 2025

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ORL.2024.107164

zbMATH Keywords

Bellman equationdynamic optimizationdynamic programmingprinciple of optimality

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39)

Cites work

• Average cost Markov decision processes with weakly continuous transition probabilities
• Discounted Dynamic Programming
• Dynamic programming and optimal control. Vol. 2
• scientific article; zbMATH DE number 3216771 (Why is no real title available?)
• scientific article; zbMATH DE number 3298490 (Why is no real title available?)
• Infinite dimensional analysis. A hitchhiker's guide.
• Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
• Stochastic comparative statics in Markov decision processes

Cited in

(1)

• Epi-consistent approximationof stochastic dynamic programs

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