A note on dynamic programming with unbounded rewards

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

    Research output: Book/ReportReportAcademic

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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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