Invariant problems in discounted dynamic programming
Keyword(s):
A Value
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Discounted dynamic programming problems whose transition mechanism depends only on the action taken and does not depend on the current state are considered. A value determination operation and method of obtaining optimal policies for the case of finite action space (and arbitrary state space) are presented.The solution of other problems is reduced to this special case by a suitable transformation. Results are illustrated by examples.
1978 ◽
Vol 10
(02)
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pp. 472-490
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1981 ◽
Vol 6
(4)
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pp. 513-517
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2006 ◽
Vol 33
(12)
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pp. 3583-3599
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1996 ◽
Vol 21
(4)
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pp. 922-945
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