Hostname: page-component-78c5997874-s2hrs Total loading time: 0 Render date: 2024-11-09T22:07:33.678Z Has data issue: false hasContentIssue false

Dynamic programming under continuity and compactness assumptions

Published online by Cambridge University Press:  01 July 2016

Manfred Schäl*
Affiliation:
University of Hamburg

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Second conference on stochastic processes and applications
Copyright
Copyright © Applied Probability Trust 1973 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Blackwell, D. (1965) Discounted dynamic programming. Ann. Math. Statist. 36, 226235.CrossRefGoogle Scholar
Hinderer, K. (1970) Foundations of non-stationary dynamic programming with discrete time parameter. Lecture Notes in Operations Research and Mathematical Economics 33. Springer, Berlin.Google Scholar
Maitra, A. (1968) Discounted dynamic programming on compact metric spaces. Sankyā A 30, 211216.Google Scholar
Schäl, M. (1972) Dynamische Optimierung unter Stetigkeits- und Kompaktheitsbedingungen. Habilitationsschrift, University of Hamburg.Google Scholar
Strauch, R. E. (1966) Negative dynamic programming. Ann. Math. Statist. 37, 871890.CrossRefGoogle Scholar