An approximation procedure for stochastic dynamic programming in countable state space

References

• Bertsekas , D. 1975 . Convergence of Discretization Procedures in Dynamic Programming . IEEE Transaction Automatic Control , : 415 – 419 .
   Web of Science ®Google Scholar
• Caratheodory , C. 1950 . Funktionentheorie Basel
   Google Scholar
• Fox , B.L. 1971 . Finite State ilpproxirnations to Denurnerable State Dynamic Programs . Jour. Math. Analysis a. Application , 34 : 665 – 670 .
   Web of Science ®Google Scholar
• Girlich , H.J. 1973 . Diskrete stoehastisehe Entscheidungsprozesse Leipzig
   Google Scholar
• Hinderer , K. 1970 . “ Foundations of non-stationary dynamic programming ” . In Lecture Notes in Oper. Res. and Math. Systems , Vol. 33 , Berlin : Springer-Verlag . Heidelberg- New York
   Google Scholar
• Hinderer , K. 1975 . Neuere Resultate der Stochastischen Dynamischen Optimierung . Zeitschr. f. angew. Math, und Mech , 55 : T 16 – T 26 .
   Google Scholar
• Kemeny , J.G. and Snell , J.L. 1970 . Finite Markov chains Moskau russ. Übersetzung
   Google Scholar