Discrete Dynamic Programming with Unbounded Rewards
نویسندگان
چکیده
منابع مشابه
Discrete Dynamic Programming
We consider a decision problem taking place over time. In each time period, the single player can take an action by α ∈ A , an action space. All information relevant to the future is incorporated in a state variable y Y ∈ , the state space. The dynamics of y are determined by a transition probability π α ( ’ , ) y y . We define the set of states reachable with some probability under some circum...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1972
ISSN: 0003-4851
DOI: 10.1214/aoms/1177692643