It is proved that there exist stationary optimal plans for discounted dynamic programming problems, and that there exist semi-Markov ∈-optimal plans for positive dynamic programming problems. The ...

IEMS 469: Dynamic Programming VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Basic knowledge of probability (random variables, expectation, conditional probability), optimization (gradient), ...

It is proved that under certain assumptions there exists a stationary optimal plan for the discounted dynamic programming problem with continuous state and action spaces. Publisher Information The ...