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On a sufficient condition for superprocesses due to whittle

Published online by Cambridge University Press:  14 July 2016

K. D. Glazebrook
K. D. Glazebrook*
Affiliation:
University of Newcastle upon Tyne
*
∗ Postal address: School of Mathematics, The University of Newcastle upon Tyne, Newcastle upon Tyne NE1 7RU, U.K.
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Abstract

Whittle has given a sufficient condition for a certain class of Markov decision processes to have an optimal strategy of a particularly simple form. We show this condition to be necessary in a certain sense and give some examples of its application.

Keywords

BANDIT PROCESSDYNAMIC PROGRAMMINGMARKOV DECISION PROCESSSTOCHASTIC SCHEDULINGSTOPPABLE PROCESS

Information

Type
Research Paper
Information
Journal of Applied Probability , Volume 19 , Issue 1 , March 1982 , pp. 99 - 110
Copyright
Copyright © Applied Probability Trust 1982 

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References

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