Conditions for the Equivalence of Optimality Criteria in Dynamic Programming

• 1 September 1976
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 4  (5) , 936-953
• https://doi.org/10.1214/aos/1176343590

Abstract

Keywords

• DISCOUNTING
• STATE SPACE
• DECISION MODELS
• INTEREST RATE
• DYNAMIC PROGRAMMING
• DISCRETE TIME