METHODS OF OPTIMAL DYNAMIC DECISIONS USING THE DISCOUNT CRITERION

Citation
Vv. Baranov et Va. Salyga, METHODS OF OPTIMAL DYNAMIC DECISIONS USING THE DISCOUNT CRITERION, Automation and remote control, 58(8), 1997, pp. 1354-1363
Citations number
6
ISSN journal
00051179
Volume
58
Issue
8
Year of publication
1997
Part
2
Pages
1354 - 1363
Database
ISI
SICI code
0005-1179(1997)58:8<1354:MOODDU>2.0.ZU;2-6
Abstract
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.