The Functional Equations of Undiscounted Markov Renewal Programming
From MaRDI portal
Publication:4170547
DOI10.1287/moor.3.4.308zbMath0388.90083OpenAlexW2111971348MaRDI QIDQ4170547
Awi Federgruen, Paul J. Schweitzer
Publication date: 1978
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8e67aa761150efc310a01c8ae508cbb1373669ce
Minimax problems in mathematical programming (90C47) Markov and semi-Markov decision processes (90C40)
Related Items (22)
Variational characterizations in Markov decision processes ⋮ On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate ⋮ On undiscounted semi-Markov decision processes with absorbing states ⋮ Optimality equations and sensitive optimality in bounded Markov decision processes1 ⋮ Contraction mappings underlying undiscounted Markov decision problems. II ⋮ Solving Markovian decision processes by successive elimination of variables ⋮ Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach ⋮ A Brouwer fixed-point mapping approach to communicating Markov decision processes ⋮ On the solvability of Bellman's functional equations for Markov renewal programming ⋮ A new algorithm for a multi-item periodic review inventory system ⋮ A value-iteration scheme for undiscounted multichain Markov renewal programs ⋮ Testing indexability and computing Whittle and Gittins index in subcubic time ⋮ Structural properties of optimal tool replacement policy in a machining center ⋮ On the existence of relative values for undiscounted multichain Markov decision processes ⋮ A Fixed Point Approach to Undiscounted Markov Renewal Programs ⋮ Foolproof convergence in multichain policy iteration ⋮ Contraction mappings underlying undiscounted Markov decision problems ⋮ On the functional equations in undiscounted and sensitive discounted stochastic games ⋮ Generalized polynomial approximations in Markovian decision processes ⋮ Spectral theorem for convex monotone homogeneous maps, and ergodic control ⋮ The variational calculus and approximation in policy space for Markovian decision processes ⋮ Piecewise Affine Dynamical Models of Petri Nets – Application to Emergency Call Centers*
This page was built for publication: The Functional Equations of Undiscounted Markov Renewal Programming