This paper deals with the application of dynamic programming to systems whose duration is uncertain, and which duration may or may not be a function of the decisionmaker's policy. It extends some of Bellman's work in that the transformed states at successive stages may not have the properties...

In this technical note we examine a method of extending a problem over a finite set of actions, to a problem of maximising a function over a bi-product set. The solution set is characterised in terms of fixed point solutions and partial solutions, and two improvement algorithms are given.

Existing approaches to the determination of the parameters for zero-one additive value functions can involve a large amount of work. This paper considers an alternative imbedding approach which allows the parameters to be determined to within an error range 1/K within K steps. In considering the...

In this paper we look at some aspects of infinite horizon Markov decision processes in which information regarding parameter values is restricted to a finite time horizon, and in which decisions are based upon the finite horizon data but are recomputed as we move forward in time and gain...

No abstract available.