Multiplicative Markov Decision Chains (Q3320154)

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Multiplicative Markov Decision Chains
scientific article

    Statements

    title
    Multiplicative Markov Decision Chains (English)
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    author
    Uriel G. Rothblum
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    publication date
    1984
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    zbMATH Keywords
    multiplicative Markov decision chains
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    constructive proof
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    existence of optimal policies
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    nonnilpotent transition matrix
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    policy improvement algorithm
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    Identifiers

    DOI
    10.1287/moor.9.1.6
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    Mathematics Subject Classification ID
    90C40
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    49L20
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    90C39
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    zbMATH DE Number
    3850856
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