| Title:
|
On the existence of stationary optimal policies in discrete dynamic programming (English) |
| Author:
|
Sladký, Karel |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
6 |
| Year:
|
1981 |
| Pages:
|
489-513 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90C39 |
| MSC:
|
90C40 |
| idZBL:
|
Zbl 0473.90086 |
| idMR:
|
MR674064 |
| . |
| Date available:
|
2009-09-24T17:24:30Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125640 |
| . |
| Reference:
|
[1] F. R. Gantmakher: Teoriya matric.Second edition, Nauka, Moskva 1966. |
| Reference:
|
[2] J. Flynn: Conditions for equivalence of optimality criteria in dynamic programming.Ann. Statist. 4 (1976), 5, 936-953. MR 0429138 |
| Reference:
|
[3] A. Hordijk K. Sladký: Sensitive optimality criteria in countable state dynamic programming.Mathem. Oper. Res. 2 (1977), 1, 1-14. MR 0456513 |
| Reference:
|
[4] R. A. Howard J. E. Matheson: Risk-sensitive Markov decision processes.Manag. Sci. 75 (1972), 7, 357-369. MR 0292497 |
| Reference:
|
[5] P. Mandl: Controlled Markov chains.(in Czech). Kybernetika 6 (1969), Supplement, 1 - 74. MR 0434456 |
| Reference:
|
[6] U. G. Rothblum: Multiplicative Markov Decision Chains.PhD Dissertation, Dept. Oper. Res., Stanford U., Stanford, Calif. 1974. MR 0736636 |
| Reference:
|
[7] K. Sladký: On the set of optimal controls for Markov chains with rewards.Kybernetika 70 (1974), 4, 350-367. MR 0378842 |
| Reference:
|
[8] K. Sladký: Bounds on discrete dynamic programming recursions 1 - Models with non-negative matrices.Kybernetika 16 (1980), 6, 526-547. MR 0607292 |
| Reference:
|
[9] K. Sladký: Bounds on discrete dynamic programming recursions II - Polynomial bounds on problems with block-triangular structure.Kybernetika 77(1981), 4, 310-328. MR 0643918 |
| Reference:
|
[10] A. F. Veinott, Jr.: Discrete dynamic programming with sensitive optimality criteria.(preliminary report). Ann. Math. Statist. 39 (1968), 4, 1372. |
| Reference:
|
[11] 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 |
| . |
