MATHEMATICAL ISSUES IN DYNAMIC PROGRAMMING

By Dimitri P. Bertsekas, Steven E. Shreve. 2002

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Nicole El Karoui
2. Xiaolu Tan
3. Cong Wu
4. Nizar Touzi
5. Dylan Possamaï
6. Huyen Pham
7. Lukasz Delong

Citations in the corpus

• Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework (2013, background): “…consistence property in discrete time models, see for example the gambling house models studied in Dellacherie [15], Maitra and Sud-derth [25], and also the control problem in Bertsekas and Shreve [1] (for which a brief version can also be found in the expository paper of Bertsekas and Shreve [2]).”