Kybernetika 39 no. 2, 155-163, 2003

Some ideas for comparison of Bellman chains

Laurent Truffet


In this paper we are exploiting some similarities between Markov and Bellman processes and we introduce the main concepts of the paper: comparison of performance measures, and monotonicity of Bellman chains. These concepts are used to establish the main result of this paper dealing with comparison of Bellman chains.