Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure

Karel Sladký

Kybernetika (1981)

  • Volume: 17, Issue: 4, page 310-328
  • ISSN: 0023-5954

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Sladký, Karel. "Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure." Kybernetika 17.4 (1981): 310-328. <http://eudml.org/doc/27508>.

@article{Sladký1981,
author = {Sladký, Karel},
journal = {Kybernetika},
keywords = {block-triangular structure; classical Markov decision chains},
language = {eng},
number = {4},
pages = {310-328},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure},
url = {http://eudml.org/doc/27508},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Sladký, Karel
TI - Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 4
SP - 310
EP - 328
LA - eng
KW - block-triangular structure; classical Markov decision chains
UR - http://eudml.org/doc/27508
ER -

References

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  1. R. Bellman, A Markovian decision process, J. Math. Mech. 6 (1957), 679 - 684. (1957) Zbl0078.34101MR0091859
  2. D. Blackwell, Discrete dynamic programming, Ann. Math. Statist. 33 (1962), 2, 719-726. (1962) Zbl0133.12906MR0149965
  3. B. G. Brown, On the iterative methods of dynamic programming in a finite space discrete time Markov processes, Ann. Math. Statist. 36 (1965), 4, 1279-1285. (1965) MR0176871
  4. R. A. Howard, Dynamic Programming and Markov Processes, M.I.T. and Wiley Press, New York 1960. (1960) Zbl0091.16001MR0118514
  5. P. Mandl, Controlled Markov chains, (in Czech). Kybernetika 6 (1969), Supplement, 1-74. (1969) MR0434456
  6. K. Sladký, On the set of optimal controls for Markov chains with rewards, Kybernetika 10 (1974), 4, 350-367. (1974) MR0378842
  7. K. Sladký, Bounds on discrete dynamic programming recursions I - Models with non-negative matrices, Kybernetika 16 (1980), 6, 526 - 547. (1980) MR0607292
  8. K. Sladký, On the existence of stationary optimal policies in discrete dynamic programming, Submitted to Kybernetika. 
  9. K. Sladký, On Functional Equations of Discrete Dynamic Programming with Non-Negative Matrices, Research Report No. 900, Institute of Information Theory and Automation, Prague 1978. (1978) 
  10. K. Sladký, On functional equations of discrete dynamic programming, In preparation. 
  11. A. F. Veinott, Jr., On finding optimal policies in discrete dynamic programming with no discounting, Ann. Math. Statist. 57(1966), 5, 1284-1294. (1966) Zbl0149.16301MR0208992
  12. A. F. Veinott, Jr., Discrete dynamic programming with sensitive discount optimality criteria, Ann. Math. Statist. 40 (1969), 5, 1635-1660. (1969) Zbl0183.49102MR0256712
  13. W. H. M. Zijms, Generalized Eigenvectors and Sets of Nonnegative Matrices, Memorandum Cosor 80 - 03, Eindhoven University of Technology, Eindhoven 1980. (1980) 
  14. W. H. M. Zijms, Maximizing the Growth of the Utility Vector in a Dynamic Programming Model, Memorandum Cosor 80 - 04, Eindhoven University of Technology, Eindhoven 1980. (1980) 

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