Hostname: page-component-8448b6f56d-dnltx Total loading time: 0 Render date: 2024-04-18T19:20:23.670Z Has data issue: false hasContentIssue false
  • English
  • Français

Invariant problems in discounted dynamic programming

Published online by Cambridge University Press:  01 July 2016

David Assaf
David Assaf*
Affiliation:
Hebrew University, Jerusalem
Get access Rights & Permissions [Opens in a new window]

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

DYNAMIC PROGRAMMINGDISCOUNTEDINVARIANT PROBLEMOPTIMALITY EQUATIONOPTIMAL RETURN-FUNCTIONOPTIMAL POLICY
Type
Research Article
Information
Advances in Applied Probability , Volume 10 , Issue 2 , June 1978 , pp. 472 - 490
Copyright
Copyright © Applied Probability Trust 1978 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Blackwell, D. (1965) Discounted dynamic programming. Ann. Math. Statist. 36, 226–235.Google Scholar
Eaton, J. H. and Zadeh, L. A. (1962) Optimal pursuit strategies in discrete-state probabilistic systems. Trans. ASME Ser. D: J. Basic Eng. 84, 23–29.Google Scholar
Howard, R. (1960) Dynamic Programming and Markov Processes. M.I.T. Press, Cambridge, Mass. Google Scholar
Manne, A. (1960) Linear programming and sequential decisions. Management Sci. 6, 259–267.Google Scholar
Strauch, R. (1966) Negative dynamic programming. Ann. Math. Statist. 37, 871–890.Google Scholar