Geodesic
Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure
Kybernetika, Tome 17 (1981) no. 4, pp. 310-328 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 90C39, 90C40 
@article{KYB_1981_17_4_a3,
     author = {Sladk\'y, Karel},
     title = {Bounds on discrete dynamic programming recursions. {II.} {Polynomial} bounds on problems with block-triangular structure},
     journal = {Kybernetika},
     pages = {310--328},
     year = {1981},
     volume = {17},
     number = {4},
     mrnumber = {643918},
     zbl = {0466.90084},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1981_17_4_a3/}
}
TY  - JOUR
AU  - Sladký, Karel
TI  - Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure
JO  - Kybernetika
PY  - 1981
SP  - 310
EP  - 328
VL  - 17
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/KYB_1981_17_4_a3/
LA  - en
ID  - KYB_1981_17_4_a3
ER  - 
%0 Journal Article
%A Sladký, Karel
%T Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure
%J Kybernetika
%D 1981
%P 310-328
%V 17
%N 4
%U http://geodesic.mathdoc.fr/item/KYB_1981_17_4_a3/
%G en
%F KYB_1981_17_4_a3
Sladký, Karel. Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure. Kybernetika, Tome 17 (1981) no. 4, pp. 310-328. http://geodesic.mathdoc.fr/item/KYB_1981_17_4_a3/

[1] R. Bellman: A Markovian decision process. J. Math. Mech. 6 (1957), 679 - 684. | MR | Zbl

[2] D. Blackwell: Discrete dynamic programming. Ann. Math. Statist. 33 (1962), 2, 719-726. | MR | Zbl

[3] B. G. Brown: On the iterative methods of dynamic programming in a finite space discrete time Markov processes. Ann. Math. Statist. 36 (1965), 4, 1279-1285. | MR

[4] R. A. Howard: Dynamic Programming and Markov Processes. M.I.T. and Wiley Press, New York 1960. | MR | Zbl

[5] P. Mandl: Controlled Markov chains. (in Czech). Kybernetika 6 (1969), Supplement, 1-74. | MR

[6] K. Sladký: On the set of optimal controls for Markov chains with rewards. Kybernetika 10 (1974), 4, 350-367. | MR

[7] K. Sladký: Bounds on discrete dynamic programming recursions I - Models with non-negative matrices. Kybernetika 16 (1980), 6, 526 - 547. | MR

[8] K. Sladký: On the existence of stationary optimal policies in discrete dynamic programming. Submitted to Kybernetika.

[9] K. Sladký: On Functional Equations of Discrete Dynamic Programming with Non-Negative Matrices. Research Report No. 900, Institute of Information Theory and Automation, Prague 1978.

[10] K. Sladký: On functional equations of discrete dynamic programming. In preparation.

[11] A. F. Veinott, Jr.: On finding optimal policies in discrete dynamic programming with no discounting. Ann. Math. Statist. 57(1966), 5, 1284-1294. | MR | Zbl

[12] A. F. Veinott, Jr.: Discrete dynamic programming with sensitive discount optimality criteria. Ann. Math. Statist. 40 (1969), 5, 1635-1660. | MR | Zbl

[13] W. H. M. Zijms: Generalized Eigenvectors and Sets of Nonnegative Matrices. Memorandum Cosor 80 - 03, Eindhoven University of Technology, Eindhoven 1980.

[14] W. H. M. Zijms: Maximizing the Growth of the Utility Vector in a Dynamic Programming Model. Memorandum Cosor 80 - 04, Eindhoven University of Technology, Eindhoven 1980.