Optimal decision procedures for finite markov chains. Part I: Examples

DOI10.2307/1426039zbMath0262.90063OpenAlexW2319587272MaRDI QIDQ5678678

John Bather

Publication date: 1973

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426039

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)

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Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities ⋮ An expected average reward criterion ⋮ A zero-sum stochastic game with compact action sets and no asymptotic value ⋮ A value-iteration scheme for undiscounted multichain Markov renewal programs ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ The average cost of Markov chains subject to total variation distance uncertainty ⋮ Stationary anonymous sequential games with undiscounted rewards ⋮ On maximizing the average time at a goal

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