| 書目名稱 | Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter | | 編輯 | K. Hinderer | | 視頻video | http://file.papertrans.cn/348/347073/347073.mp4 | | 叢書名稱 | Lecture Notes in Economics and Mathematical Systems | | 圖書封面 |  | | 描述 | The present work is an extended version of a manuscript of a course which the author taught at the University of Hamburg during summer 1969. The main purpose has been to give a rigorous foundation of stochastic dynamic programming in a manner which makes the theory easily applicable to many different practical problems. We mention the following features which should serve our purpose. a) The theory is built up for non-stationary models, thus making it possible to treat e.g. dynamic programming under risk, dynamic programming under uncertainty, Markovian models, stationary models, and models with finite horizon from a unified point of view. b) We use that notion of optimality (p-optimality) which seems to be most appropriate for practical purposes. c) Since we restrict ourselves to the foundations, we did not include practical problems and ways to their numerical solution, but we give (cf.section 8) a number of problems which show the diversity of structures accessible to non- stationary dynamic programming. The main sources were the papers of Blackwell (65), Strauch (66) and Maitra (68) on stationary models with general state and action spaces and the papers of Dynkin (65), Hindere | | 出版日期 | Book 1970 | | 關(guān)鍵詞 | Diversity; Dynamic Programming; Planungsrechnung; Time; distribution; foundation; statistics | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-46229-0 | | isbn_softcover | 978-3-540-04956-2 | | isbn_ebook | 978-3-642-46229-0Series ISSN 0075-8442 Series E-ISSN 2196-9957 | | issn_series | 0075-8442 | | copyright | Springer-Verlag Berlin · Heidelberg 1970 |
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