Constrained Undiscounted Stochastic Dynamic Programming.

Arie Hordijk Lodewijk C. M. Kallenberg

Published in: Math. Oper. Res. (1984)

Keyphrases

stochastic dynamic programming
approximate dynamic programming
experimental design
influence diagrams
markov decision processes
policy iteration
continuous state
reinforcement learning
fixed point
infinite horizon
stochastic games
sensitivity analysis
video games