A counterexample on overtaking optimality

DOI10.1007/S001860050059MaRDI QIDQ1304418zbMATH OpenOpenAlexWikidataFDO

Authors Andrzej S. Nowak, Óscar Vega-Amaya

Publication date 22 September 1999

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860050059

zbMATH Keywords

Markov decision chainsovertaking optimality criteria

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(8)

• Bias and overtaking equilibria for zero-sum stochastic differential games
• Equilibrium in a dynamic game of capital accumulation with the overtaking criterion
• Characterizations of overtaking optimality for controlled diffusion processes
• Overtaking optimality for controlled Markov-modulated diffusions
• Overtaking optimality in a discrete-time advertising game
• Reachability and safety objectives in Markov decision processes on long but finite horizons
• Sporadic overtaking optimality in Markov decision problems
• An axiomatic approach to Markov decision processes

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