CONTRACTION MAPPINGS UNDERLYING UNDISCOUNTED MARKOV DECISION PROBLEMS

被引：26

作者：

FEDERGRUEN, A

SCHWEITZER, PJ

TIJMS, HC

机构：

[1] UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627

[2] FREE UNIV AMSTERDAM,MATH CENTRUM,AMSTERDAM,NETHERLANDS

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1978年 / 65卷 / 03期

关键词：

D O I：

10.1016/0022-247X(78)90174-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：711 / 730

页数：20

共 31 条

[1] EXPONENTIAL CONVERGENCE OF PRODUCTS OF STOCHASTIC MATRICES [J].

ANTHONISSE, JM ;

TIJMS, H .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1977, 59 (02) :360-364

[2] A MARKOVIAN DECISION PROCESS [J].

BELLMAN, R .

JOURNAL OF MATHEMATICS AND MECHANICS, 1957, 6 (05) :679-684

[3] ON THE ITERATIVE METHOD OF DYNAMIC-PROGRAMMING ON A FINITE SPACE DISCRETE-TIME MARKOV PROCESS [J].

BROWN, BW .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (04) :1279-1285

[4]

Collatz L., 1964, FUNKTIONAL ANAL NUME

[5] CONTRACTION MAPPINGS IN THEORY UNDERLYING DYNAMIC PROGRAMMING [J].

DENARDO, EV .

SIAM REVIEW, 1967, 9 (02) :165-&

[6] MULTICHAIN MARKOV RENEWAL PROGRAMS [J].

DENARDO, EV ;

FOX, BL .

SIAM JOURNAL ON APPLIED MATHEMATICS, 1968, 16 (03) :468-&

[7]

Derman C., 1970, FINITE STATE MARKOVI

[8]

Hajnal J., 1958, MATH PROC CAMBRIDGE, V54, P233, DOI DOI 10.1017/S0305004100033399

[9] BOUNDS ON GAIN OF A MARKOV DECISION PROCESS [J].

HASTINGS, NA .

OPERATIONS RESEARCH, 1971, 19 (01) :240-&

[10] TEST FOR NONOPTIMAL ACTIONS IN UNDISCOUNTED FINITE MARKOV DECISION CHAINS [J].

HASTINGS, NAJ .

MANAGEMENT SCIENCE, 1976, 23 (01) :87-92

← 1 2 3 4 →