On Dynamic Programming and Statistical Decision Theory
动态规划与统计决策理论的联系
The main aim of the present work is to establish connections between the theory of dynamic programming and the statistical decision theory. The paper deals with a nonMarkovian dynamic programming decision model that includes Markovian decision models and Markov renewal decision models as special cases. The analysis is based on the total cost criterion where the convergence condition on the expected total cost is such that the discounted and the negative (unbounded) case are…