This chapter describes the recently developed policy evaluation techniques. It focuses on discrete time stochastic models and on relating the policy evaluation methods to the geometric approach commonly used in theoretical continuous time models. The exposition centers on a number of specific...

1 Introduction and Summary -- 2 Mathematical Programming and Duality Theory -- 3 Stochastic Linear Programming Models -- 4 Some Linear Programs in Probabilities and Their Duals -- 5 On Integrated Chance Constraints -- 6 On The Behaviour of the Optimal Value Operator of Dynamic Programming -- 7...