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Recurrence Conditions in Denumerable State Markov
Discounted and Undiscounted ValueIteration in Markov
Computational Advances in Dynamic Programming
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Academic Press algorithm analytic Appl applications assume Assumption Borel measurable Borel space bounded function British Columbia compact computational convergence decision problems defined Denardo denote discounted Discrete dynamic programming dynamic programming e-optimal example exists f e F finite number Flynn Hence holds Hordijk horizon problem implies infinite horizon integer keK(i Lemma linear lower semianalytic Management Markov chain Markov decision problems Markov decision processes Markovian decision Math Mathematical measurable functions method monotone N-stage Operations Res opportunity cost optimal policy optimality equation paper planning horizon policy iteration policy tt probability measure proof Puterman recurrent reward function satisfies Section sequence solution stage stationary policy stochastic stochastic matrix strategy subset successive approximations Theorem theory Tijms tion transition universally measurable upper bound value function variables vector Veinott vn(i