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A simple condition for regularity in negative programming

Published online by Cambridge University Press:  14 July 2016

P. Whittle
P. Whittle*
Affiliation:
University of Cambridge
*
∗Postal address: Statistical Laboratory, University of Cambridge, 16 Mill Lane, Cambridge CB2 1SB, U.K.
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Abstract

A simple condition (the ‘bridging condition') is given for a Markov decision problem with non-negative costs to enjoy the regularity properties enunciated in Theorem 1. The bridging condition is sufficient for regularity, and is not far from being necessary, in a sense explained in Section 2. In Section 8 we consider the different classes of terminal loss functions (domains of attraction) associated with different solutions of (14). Some conjectures concerning these domains of attraction are either proved, or disproved by counter-example.

Keywords

MARKOV DECISION PROCESSESDYNAMIC PROGRAMMING
Type
Research Papers
Information
Journal of Applied Probability , Volume 16 , Issue 2 , June 1979 , pp. 305 - 318
Copyright
Copyright © Applied Probability Trust 1979 

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References

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