A Fixed Point Approach to Undiscounted Markov Renewal Programs

DOI10.1137/0605052MaRDI QIDQ3347663zbMATH OpenOpenAlexFDO

Authors Awi Federgruen, Paul J. Schweitzer

Publication date 1984

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0605052

zbMATH Keywords

Brouwer's fixed point theoremcommunicating systemexistence of a solutionMarkov renewal programmingoptimality equationsvalue iteration operator

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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• Existence of a solution to the Markov renewal programming problem
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• Fixed point theorems for discounted finite Markov decision processes
• scientific article; zbMATH DE number 5031218

Cites work

• A modified form of the iterative method of dynamic programming
• Algorithms for Stochastic Games with Geometrical Interpretation
• An optimality principle for Markovian decision processes
• Brouwer's fixed point theorem and finite state space Markovian decision theory
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Contraction mappings underlying undiscounted Markov decision problems
• Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
• Discrete Dynamic Programming
• Discrete Dynamic Programming with a Small Interest Rate
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3718883 (Why is no real title available?)
• Invariant Half-Lines of Nonexpansive Piecewise-Linear Transformations
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Markov Renewal Programs with Small Interest Rates
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Multichain Markov Renewal Programs
• On the Convergence of Policy Iteration in Stationary Dynamic Programming
• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Optimal decision procedures for finite Markov chains. Part III: General convex systems
• The Asymptotic Theory of Stochastic Games
• The Functional Equations of Undiscounted Markov Renewal Programming

Cited in

(6)

• Fixed point theorems for discounted finite Markov decision processes
• Existence of a solution to the Markov renewal programming problem
• A Brouwer fixed-point mapping approach to communicating Markov decision processes
• On the existence of relative values for undiscounted multichain Markov decision processes
• A value-iteration scheme for undiscounted multichain Markov renewal programs
• A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases

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