On the Bellman's principle of optimality

被引：12
作者：
Gross, Eitan [1 ]
机构：
[1] Univ Arkansas, Dept Phys, Fayetteville, AR 72701 USA
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2016年 / 462卷
关键词：
Dynamic programming; Markov decision processes; Principle of optimality; UNCERTAINTY; JOBS;
D O I：
10.1016/j.physa.2016.06.083
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Bellman's equation is widely used in solving stochastic optimal control problems in a variety of applications including investment planning, scheduling problems and routing problems. Building on Markov decision processes for stationary policies, we present a new proof for Bellman's equation of optimality. Our proof rests its case on the availability of an explicit model of the environment that embodies transition probabilities and associated costs. (C) 2016 Elsevier B.V. All rights reserved.
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页码：217 / 221
页数：5
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