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Dynamic programming under continuity and compactness assumptions

Published online by Cambridge University Press:  01 July 2016

Manfred Schäl*
Affiliation:
University of Hamburg

Abstract

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Type
Second conference on stochastic processes and applications
Copyright
Copyright © Applied Probability Trust 1973 

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References

Blackwell, D. (1965) Discounted dynamic programming. Ann. Math. Statist. 36, 226235.CrossRefGoogle Scholar
Hinderer, K. (1970) Foundations of non-stationary dynamic programming with discrete time parameter. Lecture Notes in Operations Research and Mathematical Economics 33. Springer, Berlin.Google Scholar
Maitra, A. (1968) Discounted dynamic programming on compact metric spaces. Sankyā A 30, 211216.Google Scholar
Schäl, M. (1972) Dynamische Optimierung unter Stetigkeits- und Kompaktheitsbedingungen. Habilitationsschrift, University of Hamburg.Google Scholar
Strauch, R. E. (1966) Negative dynamic programming. Ann. Math. Statist. 37, 871890.CrossRefGoogle Scholar