ON THE ITERATIVE METHOD OF DYNAMIC-PROGRAMMING ON A FINITE SPACE DISCRETE-TIME MARKOV PROCESS

被引:45
作者
BROWN, BW
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1965年 / 36卷 / 04期
关键词
D O I
10.1214/aoms/1177699999
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
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页码:1279 / 1285
页数:7
相关论文
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Bellman R.E, 1957, DYNAMIC PROGRAMMING
[2]   DISCRETE DYNAMIC-PROGRAMMING [J].
BLACKWELL, D .
ANNALS OF MATHEMATICAL STATISTICS, 1962, 33 (02) :719-&
[3]   FINITE NON-HOMOGENEOUS CHAINS [J].
BLACKWELL, D .
ANNALS OF MATHEMATICS, 1945, 46 (04) :594-599
[4]  
Howard RonaldA., 1960, DYNAMIC PROGRAMMING
[5]  
Kemeny J.G., 1983, FINITE MARKOV CHAINS