Vv. Baranov et Va. Salyga, METHODS OF OPTIMAL DYNAMIC DECISIONS USING THE DISCOUNT CRITERION, Automation and remote control, 58(8), 1997, pp. 1354-1363
Methods are considered for optimal decisions according to the discount
criterion in the context of a model of Markov decision-making process
es. An optimization procedure of successive approximations is evolved
for the generation of a set of optimization methods that contain known
and new algorithms of various computational efficiencies.