Hostname: page-component-586b7cd67f-l7hp2 Total loading time: 0 Render date: 2024-11-23T00:10:10.327Z Has data issue: false hasContentIssue false
  • English
  • Français

On ∊-optimal plans for a non-stationary dynamic programming model with general total reward function

Published online by Cambridge University Press:  01 July 2016

R. P. Kertz
R. P. Kertz*
Affiliation:
Georgia Institute of Technology
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
II. Contributed Papers
Information
Advances in Applied Probability , Volume 10 , Issue 2 , June 1978 , pp. 310 - 311
Copyright
Copyright © Applied Probability Trust 1978 

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

Brown, L. D. and Purves, R. (1973) Measurable selections of extrema. Ann. Statist. 1, 902–912.CrossRefGoogle Scholar
Dubins, L. E. and Sudderth, W. D. (1977) Persistently ∊-optimal strategies. Maths Opns. Res. 2, 125–134.Google Scholar
Kertz, R. P. and Nachman, D. C. (1977) Optimal plans for discrete-time non-stationary dynamic programming with general total reward function I: the topology of weak convergence case. Technical Report, Georgia Institute of Technology, Atlanta.Google Scholar