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White, D.J (1963) Dynamic programming, Markov chains, and the method of successive approximations. Journal of Mathematical Analysis and Applications, 6. 373-376 doi:10.1016/0022-247x(63)90017-9

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Reference TypeJournal (article/letter/editorial)
TitleDynamic programming, Markov chains, and the method of successive approximations
JournalJournal of Mathematical Analysis and Applications
AuthorsWhite, D.JAuthor
Year1963 (June)Volume6
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(63)90017-9Search in ResearchGate
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Mindat Ref. ID12373624Long-form Identifiermindat:1:5:12373624:8
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Full ReferenceWhite, D.J (1963) Dynamic programming, Markov chains, and the method of successive approximations. Journal of Mathematical Analysis and Applications, 6. 373-376 doi:10.1016/0022-247x(63)90017-9
Plain TextWhite, D.J (1963) Dynamic programming, Markov chains, and the method of successive approximations. Journal of Mathematical Analysis and Applications, 6. 373-376 doi:10.1016/0022-247x(63)90017-9
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 6. Elsevier BV

See Also

These are possibly similar items as determined by title/reference text matching only.

White, D.J (1970) Dynamic programming and Systems of Uncertain Duration: A Markov model. Journal of Mathematical Analysis and Applications, 29. 419-423 doi:10.1016/0022-247x(70)90089-2
Lamperti, John (1963) Wiener's test and Markov chains. Journal of Mathematical Analysis and Applications, 6. 58-66 doi:10.1016/0022-247x(63)90092-1
Derman, Cyrus (1963) Stable sequential control rules and Markov chains. Journal of Mathematical Analysis and Applications, 6. 257-265 doi:10.1016/0022-247x(63)90007-6
Albert, Eugene (1963) Markov chains and λ-invariant measures. Journal of Mathematical Analysis and Applications, 6. 404-418 doi:10.1016/0022-247x(63)90021-0
Wessels, J (1977) Markov programming by successive approximations with respect to weighted supremum norms. Journal of Mathematical Analysis and Applications, 58. 326-335 doi:10.1016/0022-247x(77)90210-4
White, D.J (1980) Finite-state approximations for denumerable-state infinite-horizon discounted Markov decision processes. Journal of Mathematical Analysis and Applications, 74. 292-295 doi:10.1016/0022-247x(80)90128-6
White, D.J (1975) Dynamic programming and duality in linear programming. Journal of Mathematical Analysis and Applications, 51. 695-704 doi:10.1016/0022-247x(75)90119-5
White, D.J (1979) Finite state approximations for denumerable-state infinite horizon contracted Markov decision processes: The policy space method. Journal of Mathematical Analysis and Applications, 72. 512-523 doi:10.1016/0022-247x(79)90244-0
McCord, James R (1963) Generalized multidimensional poisson distributions for finite Markov chains. Journal of Mathematical Analysis and Applications, 6. 349-372 doi:10.1016/0022-247x(63)90016-7
White, D.J (1966) Forecasts and decisionmaking. Journal of Mathematical Analysis and Applications, 14. 163-173 doi:10.1016/0022-247x(66)90017-5
McReynolds, Stephen R (1967) The successive sweep method and dynamic programming. Journal of Mathematical Analysis and Applications, 19. 565-598 doi:10.1016/0022-247x(67)90012-1
 
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