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Dynamic Programming: Undiscounted Problems

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Encyclopedia of Optimization

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References

  1. Bertsekas DP (1976) Dynamic programming and stochastic control. Acad. Press, New York

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  2. Bertsekas DP (1977) Monotone mappings with applications in dynamic programing. SIAM J Control Optim 15 , 438–464

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  3. Bertsekas DP (1995) Dynamic programming and optimal control. Athena Sci., Belmont, MA

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  4. Blackwell D (1962) Discrete dynamic programming. Ann Math Statist 33:719–726

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  5. Dubins L, Savage LM (1966) How to gabmble if you must. McGraw-Hill, New York

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  6. Schweitzer PJ, Federgruen A (1977) The asymptotic behavior of undiscounted value iteration in Markov decision problems. Math Oper Res 2:360–381

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Author information

Authors and Affiliations

  1. Department of Biomedical Engineering, Rutgers University, Piscataway, USA

    Ioannis P. Androulakis

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  1. Ioannis P. Androulakis
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Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Androulakis, I.P. (2008). Dynamic Programming: Undiscounted Problems . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_153

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