Convergent Dynamic Programming.

Abstract

Dynamic programming models are studied with finite total absolute return for each policy. It is shown that the supremum of the total expected return over the nearly conserving policies equals the supremum over all policies. A characterization is given of the existence of optimal policies. It is proved that the existence of an optimal policy implies the existence of a stationary optimal policy.

Document Details

Document Type
Technical Report
Publication Date
Dec 30, 1974
Accession Number
ADA012902

Entities

People

  • Arie Hordijk

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computer Programming
  • Computing-Related Activities
  • Dynamic Programming
  • Interdisciplinary Science
  • Mathematical Programming
  • Mathematics
  • Stationary

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Government and Public Administration Law.
  • Mathematics or Statistics