Name
Abstract | ||
|---|---|---|
We consider the negative dynamic programming model of Strauch [12] and prove that the optimal reward function can be obtained by a transfinite iteration of the optimal reward operator. We show that a player loses nothing by restricting himself to measurable policies, if the returns from nonmeasurable policies are evaluated by lower integrals. |
Year | DOI | Venue |
|---|---|---|
1992 | 10.1287/moor.17.4.921 | Math. Oper. Res. |
Keywords | DocType | Volume |
optimal reward operator,negative dynamic programming | Journal | 17 |
Issue | ISSN | Citations |
4 | 0364-765X | 3 |
PageRank | References | Authors |
0.75 | 0 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| A. Maitra | 1 | 3 | 0.75 |
| William D. Sudderth | 2 | 62 | 16.34 |