Paolo Dai Pra, Wolfgang J. Runggaldier, Cristina Rudari. On dynamic programming for sequential decision problems under a general form of uncertainty. Math. Meth. of OR, 45(1):81-107, 1997. [doi]
@article{PraRR97,
title = {On dynamic programming for sequential decision problems under a general form of uncertainty},
author = {Paolo Dai Pra and Wolfgang J. Runggaldier and Cristina Rudari},
year = {1997},
doi = {10.1007/BF01194249},
url = {http://dx.doi.org/10.1007/BF01194249},
researchr = {https://researchr.org/publication/PraRR97},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {45},
number = {1},
pages = {81-107},
}