The bellman equation for vector-valued semi-markovian dyanmic programiing
| Autor: | V. Nollau |
|---|---|
| Rok vydání: | 1996 |
| Předmět: |
Control and Optimization
Generalization Applied Mathematics Mathematical analysis Markov process Management Science and Operations Research Set (abstract data type) Dynamic programming Vector optimization symbols.namesake Bellman equation symbols Applied mathematics Convex cone Conic optimization Mathematics |
| Zdroj: | Optimization. 38:129-140 |
| ISSN: | 1029-4945 0233-1934 |
| DOI: | 10.1080/02331939608844239 |
| Popis: | In this note a semi-Markovian dynamic programming model with vector-valued rewards will be considered. For the sets of maximal n-step–rewards with respect to a convex cone recurrence set relations are proved. It is shown that this set relations are a generalization of the well-known Bellman equation for the real-valued case. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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