IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v3y1975i4p365-383.html
   My bibliography  Save this article

On stopped decision processes with discrete time parameter

Author

Listed:
  • Rieder, Ulrich

Abstract

A non-stationary stopped decision process is investigated under rather weak convergence assumptions on the expected total rewards. Sufficient conditions are given for the approximation of the maximal conditional expected rewards from infinite stage play by the maximal conditional expected rewards from finite stage play. General criteria of optimality are derived. The results are essentially based on two lemmas given in this paper. The existence of optimal plans is established using results of non-stationary dynamic programming.

Suggested Citation

  • Rieder, Ulrich, 1975. "On stopped decision processes with discrete time parameter," Stochastic Processes and their Applications, Elsevier, vol. 3(4), pages 365-383, October.
    • Handle: RePEc:eee:spapps:v:3:y:1975:i:4:p:365-383
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(75)90032-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Héctor Jasso-Fuentes & José-Luis Menaldi & Tomás Prieto-Rumeau, 2020. "Discrete-time control with non-constant discount factor," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(2), pages 377-399, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:3:y:1975:i:4:p:365-383. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.