Document Zbl 0304.90115

A modified form of the iterative method of dynamic programming. (English) Zbl 0304.90115

Ann. Stat. 3, 203-208 (1975).

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90C40	Markov and semi-Markov decision processes
49L99	Hamilton-Jacobi theories
60J10	Markov chains (discrete-time Markov processes on discrete state spaces)

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