Invariant problems in discounted dynamic programming
- 1 June 1978
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 10 (2) , 472-490
- https://doi.org/10.2307/1426946
Abstract
Discounted dynamic programming problems whose transition mechanism depends only on the action taken and does not depend on the current state are considered. A value determination operation and method of obtaining optimal policies for the case of finite action space (and arbitrary state space) are presented.The solution of other problems is reduced to this special case by a suitable transformation. Results are illustrated by examples.Keywords
This publication has 4 references indexed in Scilit:
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- Discounted Dynamic ProgrammingThe Annals of Mathematical Statistics, 1965
- Optimal Pursuit Strategies in Discrete-State Probabilistic SystemsJournal of Basic Engineering, 1962
- Linear Programming and Sequential DecisionsManagement Science, 1960