Accretive Operators and Markov Decision Processes

DOI10.1287/MOOR.5.3.444MaRDI QIDQ3885558zbMATH OpenOpenAlexFDO

Authors Stanley R. Pliska

Publication date 1980

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.5.3.444

zbMATH Keywords

accretive operatorsBellman semigroupcontinuous parametercontrolled jumpdiffusionfinite planning horizonMarkov decision processmaximum expected rewardnonlinear semigroupstorage processes

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Monotone operators and generalizations (47H05) Equations involving nonlinear operators (general) (47J05) Continuous-time Markov processes on general state spaces (60J25) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited in

(2)

• A constructive approach to the Bellman semigroup
• An ergodic theorem for convex operators

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