Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter
The present work is an extended version of a manuscript of a course which the author taught at the University of Hamburg during summer 1969. The main purpose has been to give a rigorous foundation of stochastic dynamic programming in a manner which makes the theory easily applicable to many differen...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
1970, 1970
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| Edition: | 1st ed. 1970 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1. Introduction and summary
- I. Countable state space
- 2. Decision models and definition of the problem
- 3. The principle of optimality and the optimality equation
- 4. Value iteration
- 5. Criteria of optimality and existence of