Cited by 2,408Adaptive Dynamic Programming ControlProbability and Statistical ResearchMathematical Dynamics and Fractals

A Markovian decision process

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Bellman, Richard·1957·Indiana University Mathematics Journal

Abstract

The purpose of this paper is to discuss the asymptotic behavior of the sequence (f sub n(i)) generated by a nonlinear recurrence relation. This problem arises in connection with an equipment replacement problem, cf. S. Dreyfus, A Note on an Industrial Replacement Process.

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Crossref · 10.1512/iumj.1957.6.56038

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  • Deep reinforcement learning models are based on the Markov decision process and Q-learning adapted to neural networks.

    “For example, deep reinforcement learning models (30, 31) are based on well-known concepts such as the Markov decision process (MDP) (32) and Q-learning (33) adapted to neural networks.”

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Research works printed but not linked: 2

  1. [2][2] —, Dynamic Programming, Princeton University Press, 1957. -
  2. [3][3] Functional equations in the theory of dynamic programming, II. Nonlinear differential equations, Proc. Nat. Acad. Sci. 41 (1955) pp. 482–5. -

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Authors
Bellman, R.
Corresponding author
Bellman, Richard
Venue
Indiana University Mathematics Journal
Published
1957
Volume
6
Issue
4
Pages
679-684
ISSN
0022-2518 (ISSN-L)
OpenAlex
W2076337359
Cited by
2,408
References
2
Citations by year
2026: 62 · 2025: 204 · 2024: 245 · 2023: 238 · 2022: 219 · 2021: 243 · 2020: 185 · 2019: 172 · 2018: 140 · 2017: 108 · 2016: 93 · 2015: 82 · 2014: 63 · 2013: 65 · 2012: 61
FWCI
1.58
Type
journal article
Language
en
Open access
Locations
  • Indiana University Mathematics Journal (publishedVersion)
  • Defense Technical Information Center (DTIC) (submittedVersion)
Topics
  • Physical Sciences › Computer Science › Computational Theory and Mathematics › Adaptive Dynamic Programming Control
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
  • Physical Sciences › Mathematics › Mathematical Physics › Mathematical Dynamics and Fractals
Keywords
nonlinear recurrence relations, asymptotic behavior, replacement policy

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