CONDITIONS FOR OPTIMALITY IN DYNAMIC-PROGRAMMING AND FOR LIMIT OF N-STAGE OPTIMAL POLICIES TO BE OPTIMAL

被引:241
作者
SCHAL, M [1 ]
机构
[1] UNIV BONN,INST ANGEW MATH & INFORMATIK,ABT WAHRSCHEINLICHKEITSTHEORIE & MATH STATISTIK,WEGELER,D-5300 BONN,FED REP GER
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1975年 / 32卷 / 03期
关键词
D O I
10.1007/BF00532612
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:179 / 196
页数:18
相关论文
共 20 条
[1]  
ASH RB, 1972, REAL ANALYSIS PROBAB
[2]  
Blackwell D., 1965, ANN MATH STAT, V36, P226
[3]  
Blackwell D., 1971, J ROY STAT SOC, V133, P33
[4]  
Dubins L. E., 1965, INEQUALITIES STOCHAS
[5]   MARKOVIAN DECISION PROCESSES WITH COMPACT ACTION SPACES [J].
FURUKAWA, N .
ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (05) :1612-&
[6]  
HINDERER K, 1970, LECTURE NOTES OPERAT, V33
[7]  
Hinderer K, 1971, ABH MATH SEM HAMBURG, V36, P208
[8]  
HORDIJK A, 1974, DYNAMIC PROGRAMMING, P51
[9]  
Kuratowski K, 1968, TOPOLOGY 2
[10]  
KURATOWSKI K, 1966, TOPOLOGY 1