Constrained dynamic programming with two discount factors: applications and an algorithm - Feinberg, E.A.; Shwartz, A. (IEEE transactions on automatic control, 1999)
Keywords: Algorithms; Applied sciences; Automatic control; Computer performance; Cost engineering; Cost function; Criteria; Discounts; Dynamic programming; Electronic mail; Exact sciences and technology; Heuristic algorithms; Markov processes; Mathematical programming; Operational research and scientific management; Operational research. Management science; Optimization; Optimization. Search problems; Power system management; Random access memory; Read-write memory; Space technology; Stochastic processes; Markov process; Discounting; Markov decision; Dynamic programming; Constrained optimization