Name
Abstract | ||
|---|---|---|
<P>This paper studies a family of sequential decision processes whose affine structure is shown to imply that attention can be restricted to policies that select the same decision for all states. A sequence of n invariant policies (decisions) is shown to be optimal when the planning horizon is n epochs. When the planning horizon is infinite, added structure is imposed, and a stationary invariant policy is shown to be optimal. Computational methods and examples are included.</P> |
Year | DOI | Venue |
|---|---|---|
1983 | 10.1287/moor.8.3.342 | Math. Oper. Res. |
DocType | Volume | Issue |
Journal | 8 | 3 |
ISSN | Citations | PageRank |
0364-765X | 1 | 0.40 |
References | Authors | |
1 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| E. V. Denardo | 1 | 113 | 45.28 |
| U. G. Rothblum | 2 | 54 | 17.31 |