Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state

Advances in Applied Probability

Volumn 30, Issue 1, 1998, Pages 122-136

  Collins, E J ^a   Mcnamara, J M ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Dynamic programming; Fluctuating environment; Markov decision processes

Indexed keywords

EID: 0032026086     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800008119     Document Type: Article

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