Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter
Springer Berlin (Verlag)
978-3-540-04956-2 (ISBN)
1. Introduction and summary.- I. Countable state space.- 2. Decision models and definition of the problem.- 3. The principle of optimality and the optimality equation.- 4. Value iteration.- 5. Criteria of optimality and existence of $$bar{p}$$-optimal plans.- 6. Sufficient statistics, Markovian and stationary models.- 7. Models with incomplete information.- 8. Examples of special models.- 9. Randomized plans.- 10. Dynamic programming under uncertainty.- II. General state space.- 11. Decision models.- 12. Measure-theoretic and topological preparations.- 13. Universal measurability of the maximal conditional expected reward.- 14. The optimality equation.- 15. Substitution of randomized plans by deterministic plans.- 16. A generalization of the fixed point theorem for contractions.- 17. Criteria of optimality and existence of $$bar{p}$$-optimal plans.- 18. Sufficient statistics, Markovian and stationary models.- 19. Validity of the optimality equation without topological assumptions on state space and action space.- 20. Supplementary remarks.- Appendix 1. List of symbols and conventions.- 2. Some notions and auxiliary results from probability theory.- 3. Conditional distributions and expectations.- Literature.- Index of definitions.
Erscheint lt. Verlag | 1.1.1970 |
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Reihe/Serie | Lecture Notes in Economics and Mathematical Systems |
Zusatzinfo | VI, 164 p. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 178 x 254 mm |
Gewicht | 380 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
Schlagworte | Distribution • Diversity • Dynamic Programming • Foundation • Planungsrechnung • Statistics • Time |
ISBN-10 | 3-540-04956-8 / 3540049568 |
ISBN-13 | 978-3-540-04956-2 / 9783540049562 |
Zustand | Neuware |
Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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