A note on dynamic programming with unbounded rewards

J.A.E.E. van Nunen, J. Wessels

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Abstract

In a recent paper, Lippman presents sufficient conditions for Denardo's N-stage contraction in discounted semi-Markov decision processes with unbounded rewards. In this note it is demonstrated that Lippman's conditions may be replaced by weaker conditions which even imply 1-stage contraction. The verification of the conditions of this note is somewhat easier.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages4
Publication statusPublished - 1975

Publication series

NameMemorandum COSOR
Volume7513
ISSN (Print)0926-4493

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    van Nunen, J. A. E. E., & Wessels, J. (1975). A note on dynamic programming with unbounded rewards. (Memorandum COSOR; Vol. 7513). Technische Hogeschool Eindhoven.