Accretive Operators and Markov Decision Processes
The dynamic programming functional equation for an abstract, continuous parameter, Markov decision process is shown to involve an operator which is m-accretive, thus giving rise to a nonlinear semigroup, called the Bellman semigroup. A class of controls is specified for which the maximum expected re...
| Veröffentlicht in: | Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 5(1980), 3, Seite 444-459 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1980
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| Zugriff auf das übergeordnete Werk: | Mathematics of Operations Research |
| Schlagworte: | Dynamic programming Markov decision theory Bellman equation Accretive operators Stochastic control Nonlinear semigroups Philosophy Mathematics Applied sciences Behavioral sciences |
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