A Weighted Markov Decision Process

DOI10.1287/OPRE.40.6.1180MaRDI QIDQ4032595zbMATH OpenOpenAlexFDO

Authors Dmitry Krass, Sagnik Sinha, Jerzy Filar

Publication date 1 April 1993

Published in Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2328/26402

zbMATH Keywords

\(\varepsilon\)-optimal policydiscrete time Markov decision processexpected average rewardsfinite state and action spacesinfinite time horizonreward criterion

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40)

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Cited in

(7)

• Weighted discounted Markov decision processes with perturbation
• Semi-infinite Markov decision processes
• Semi-Infinite Weighted Markov Decision Processes
• Weighted reward criteria in Competitive Markov Decision Processes
• Markov Decision Models with Weighted Discounted Criteria
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Multi-objective discounted continuous-time Markov decision processes

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