Finitely Additive Dynamic Programming
Published in Mathematics of Operations Research • Jun 15, 2015
NobleIDNI3P27W56R80S71
Authors:
William D. Sudderth
Abstract
The theory of dynamic programming is formulated using finitely additive probability measures defined on sets of arbitrary cardinality. Many results from the conventional countably additive theory generalize, and the proofs are simpler.
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