OPTIMAL PLANS FOR DYNAMIC PROGRAMMING PROBLEMS.

被引：56

作者：

Himmelberg, C.J.

Parthasarathy, T.

VanVleck, F.S.

机构：

来源：

| 1600年 / 01期

关键词：

D O I：

10.1287/moor.1.4.390

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学科分类号：

摘要：

It is proved that there exist stationary optimal plans for discounted dynamic programming problems, and that there exist semi-Markov epsilon -optimal plans for positive dynamic programming problems. The actions are required to be taken in a variable action set F(s), and the reward function r(s, a) is a Borel measurable function of (s, a) and an u. s. c. function of a. Our results are related to recent work by Furukawa, Maitra, and Schael. The key tool is a generalization of a selection theorem of Dubins and Savage.

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