On the existence of stationary optimal policies in discrete dynamic programming

Karel Sladký

Kybernetika (1981)

  • Volume: 17, Issue: 6, page 489-513
  • ISSN: 0023-5954

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Sladký, Karel. "On the existence of stationary optimal policies in discrete dynamic programming." Kybernetika 17.6 (1981): 489-513. <http://eudml.org/doc/28794>.

@article{Sladký1981,
author = {Sladký, Karel},
journal = {Kybernetika},
keywords = {cumulative optimality criteria; multiplicative Markov decision chains; polynomial bounds; functional equations; discrete dynamic programming; stationary optimal policy; existence condition},
language = {eng},
number = {6},
pages = {489-513},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the existence of stationary optimal policies in discrete dynamic programming},
url = {http://eudml.org/doc/28794},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Sladký, Karel
TI - On the existence of stationary optimal policies in discrete dynamic programming
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 6
SP - 489
EP - 513
LA - eng
KW - cumulative optimality criteria; multiplicative Markov decision chains; polynomial bounds; functional equations; discrete dynamic programming; stationary optimal policy; existence condition
UR - http://eudml.org/doc/28794
ER -

References

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  1. F. R. Gantmakher, Teoriya matric, Second edition, Nauka, Moskva 1966. (1966) 
  2. J. Flynn, Conditions for equivalence of optimality criteria in dynamic programming, Ann. Statist. 4 (1976), 5, 936-953. (1976) MR0429138
  3. A. Hordijk K. Sladký, Sensitive optimality criteria in countable state dynamic programming, Mathem. Oper. Res. 2 (1977), 1, 1-14. (1977) MR0456513
  4. R. A. Howard J. E. Matheson, Risk-sensitive Markov decision processes, Manag. Sci. 75 (1972), 7, 357-369. (1972) MR0292497
  5. P. Mandl, Controlled Markov chains, (in Czech). Kybernetika 6 (1969), Supplement, 1 - 74. (1969) MR0434456
  6. U. G. Rothblum, Multiplicative Markov Decision Chains, PhD Dissertation, Dept. Oper. Res., Stanford U., Stanford, Calif. 1974. (1974) MR0736636
  7. K. Sladký, On the set of optimal controls for Markov chains with rewards, Kybernetika 70 (1974), 4, 350-367. (1974) MR0378842
  8. K. Sladký, Bounds on discrete dynamic programming recursions 1 - Models with non-negative matrices, Kybernetika 16 (1980), 6, 526-547. (1980) MR0607292
  9. K. Sladký, Bounds on discrete dynamic programming recursions II - Polynomial bounds on problems with block-triangular structure, Kybernetika 77(1981), 4, 310-328. (1981) MR0643918
  10. A. F. Veinott, Jr., Discrete dynamic programming with sensitive optimality criteria, (preliminary report). Ann. Math. Statist. 39 (1968), 4, 1372. (1968) 
  11. A. F. Veinott, Jr., Discrete dynamic programming with sensitive discount optimality criteria, Ann. Math. Statist. 40 (1969), 5, 1635-1660. (1969) Zbl0183.49102MR0256712

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