| Title:
|
On the set of optimal controls for Markov chains with rewards (English) |
| Author:
|
Sladký, Karel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
10 |
| Issue:
|
4 |
| Year:
|
1974 |
| Pages:
|
(350)-367 |
| . |
| Category:
|
math |
| . |
| MSC:
|
49K99 |
| MSC:
|
60G35 |
| MSC:
|
60J10 |
| MSC:
|
60J20 |
| MSC:
|
90C40 |
| idZBL:
|
Zbl 0299.49009 |
| idMR:
|
MR0378842 |
| . |
| Date available:
|
2009-09-24T16:41:11Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125693 |
| . |
| Reference:
|
[1] Blackwell D.: Discrete Dynamic Programming.Annals Mathem. Statistics 33 (1962), 2, 719-726. Zbl 0133.12906, MR 0149965 |
| Reference:
|
[2] Denardo E. V., Miller B. L.: An Optimality Condition for Discrete Dynamic Programming with No Discounting.Annals Mathem. Statistics 39 (1968), 4, 1220-1227. Zbl 0167.18402, MR 0232593 |
| Reference:
|
[3] Lippman S. A.: On the Set of Optimal Policies in Discrete Dynamic Programming.Journal Mathem. Analysis Applic. 24 (1968), 2, 440-445. Zbl 0194.20602, MR 0231615 |
| Reference:
|
[4] Lippman S. A.: Criterion Equivalence in Discrete Dynamic Programming.Operations Research 17 (1969), 5, 920-923. MR 0258449 |
| Reference:
|
[5] Mandl P.: On the Variance in Controlled Markov Chains.Kybernetika 7 (1971), 1, 1-12. Zbl 0215.25902, MR 0286178 |
| Reference:
|
[6] Miller B. L., Veinott A. F.: Discrete Dynamic Programming with a Small Interest Rate.Annals Mathem. Statistics 40 (1969), 2, 366-370. Zbl 0175.47302, MR 0238561 |
| Reference:
|
[7] Sladký K.: Necessary and Sufficient Optimality Conditions for Average Reward of Controlled Markov Chains.Kybernetika 9 (1973), 2, 124-137. Zbl 0254.60062, MR 0363495 |
| Reference:
|
[8] Veinott A. F.: On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting.Annals Mathem. Statistics 37 (1966), 5, 1284-1294. Zbl 0149.16301, MR 0208992 |
| Reference:
|
[9] Veinott A. F.: Discrete Dynamic Programming with Sensitive Discount Optimality Criteria.Annals Mathem. Statistics 40 (1969), 5, 1635-1660. Zbl 0183.49102, MR 0256712 |
| Reference:
|
[10] Hardy G. H.: Divergent Series.Oxford Univ. Press, Oxford 1949. Zbl 0032.05801 |
| . |
