| Title:
|
Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure (English) |
| Author:
|
Sladký, Karel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
4 |
| Year:
|
1981 |
| Pages:
|
310-328 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90C39 |
| MSC:
|
90C40 |
| idZBL:
|
Zbl 0466.90084 |
| idMR:
|
MR643918 |
| . |
| Date available:
|
2009-09-24T17:22:17Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124353 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/125305 |
| . |
| Reference:
|
[1] R. Bellman: A Markovian decision process.J. Math. Mech. 6 (1957), 679 - 684. Zbl 0078.34101, MR 0091859 |
| Reference:
|
[2] D. Blackwell: Discrete dynamic programming.Ann. Math. Statist. 33 (1962), 2, 719-726. Zbl 0133.12906, MR 0149965 |
| Reference:
|
[3] B. G. Brown: On the iterative methods of dynamic programming in a finite space discrete time Markov processes.Ann. Math. Statist. 36 (1965), 4, 1279-1285. MR 0176871 |
| Reference:
|
[4] R. A. Howard: Dynamic Programming and Markov Processes.M.I.T. and Wiley Press, New York 1960. Zbl 0091.16001, MR 0118514 |
| Reference:
|
[5] P. Mandl: Controlled Markov chains.(in Czech). Kybernetika 6 (1969), Supplement, 1-74. MR 0434456 |
| Reference:
|
[6] K. Sladký: On the set of optimal controls for Markov chains with rewards.Kybernetika 10 (1974), 4, 350-367. MR 0378842 |
| Reference:
|
[7] K. Sladký: Bounds on discrete dynamic programming recursions I - Models with non-negative matrices.Kybernetika 16 (1980), 6, 526 - 547. MR 0607292 |
| Reference:
|
[8] K. Sladký: On the existence of stationary optimal policies in discrete dynamic programming.Submitted to Kybernetika. |
| Reference:
|
[9] K. Sladký: On Functional Equations of Discrete Dynamic Programming with Non-Negative Matrices.Research Report No. 900, Institute of Information Theory and Automation, Prague 1978. |
| Reference:
|
[10] K. Sladký: On functional equations of discrete dynamic programming.In preparation. |
| Reference:
|
[11] A. F. Veinott, Jr.: On finding optimal policies in discrete dynamic programming with no discounting.Ann. Math. Statist. 57(1966), 5, 1284-1294. Zbl 0149.16301, MR 0208992 |
| Reference:
|
[12] A. F. Veinott, Jr.: Discrete dynamic programming with sensitive discount optimality criteria.Ann. Math. Statist. 40 (1969), 5, 1635-1660. Zbl 0183.49102, MR 0256712 |
| Reference:
|
[13] W. H. M. Zijms: Generalized Eigenvectors and Sets of Nonnegative Matrices.Memorandum Cosor 80 - 03, Eindhoven University of Technology, Eindhoven 1980. |
| Reference:
|
[14] W. H. M. Zijms: Maximizing the Growth of the Utility Vector in a Dynamic Programming Model.Memorandum Cosor 80 - 04, Eindhoven University of Technology, Eindhoven 1980. |
| . |
