Title
Finitely Additive Dynamic Programming
Abstract
The theory of dynamic programming is formulated using finitely additive probability measures defined on sets of arbitrary cardinality. Many results from the conventional countably additive theory generalize, and the proofs are simpler.
Year
DOI
Venue
2016
10.1287/moor.2015.0717
MATHEMATICS OF OPERATIONS RESEARCH
Keywords
Field
DocType
dynamic programming,Markov decision processes,finitely additive probability
Dynamic programming,Discrete mathematics,Mathematical optimization,Probability measure,Markov decision process,Cardinality,Mathematical proof,ba space,Mathematics
Journal
Volume
Issue
ISSN
41
1
0364-765X
Citations 
PageRank 
References 
0
0.34
0
Authors
1
Name
Order
Citations
PageRank
William D. Sudderth16216.34