On Asymptotic Estimates in a Dynamic Decision–Making Problem

Abstract

Previous article Next article On Asymptotic Estimates in a Dynamic Decision–Making ProblemB. G. PittelB. G. Pittelhttps://doi.org/10.1137/1114032PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Ronald A. Howard, Dynamic programming and Markov processes, The Technology Press of M.I.T., Cambridge, Mass., 1960viii+136 MR0118514 0091.16001 Google Scholar[2] Richard Bellman, A Markovian decision process, J. Math. Mech., 6 (1957), 679–684 MR0091859 0078.34101 Google Scholar[3] I. V. Romanovskii, Optimization of stationary control in a discrete deterministic process, Kibernetika, 2 (1967), 66–78, (In Russian.) Google Scholar[4] I. V. Romanovskii, Asymptotic behavior of a discrete deterministic process with a continuous set of states, Optimal Control, Vol. 8, SO Akad. Nauk SSSR, 1967, 171–193, (In Russian.) Google Scholar[5] I. V. Romanovskii, Optimal stationary control in dynamic-programming problems, Optimal Control and Information Theory (Abstracts of Reports of the VII All-Union Conference on Probability and Statistics, Tbilisi, 1963), Kiev, 1963, 44–51, (In Russian.) Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Semi-Markov Decisions in a Problem of Optimizing a Checking Procedure of an Unreliable Queuing SystemYu. D. Burtin and B. G. Pittel’17 July 2006 | Theory of Probability & Its Applications, Vol. 17, No. 3AbstractPDF (1710 KB) Volume 14, Issue 2| 1969Theory of Probability & Its Applications History Submitted:20 October 1967Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1114032Article page range:pp. 244-262ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics