An application of Markov potential theory to Markovian decision processes

DOI10.1080/00207727308920068MaRDI QIDQ5180667zbMATH OpenOpenAlexFDO

Authors Hirotomo Aso, Masayuki Kimura

Publication date 1973

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727308920068

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Optimal stochastic control (93E20)

Cites work

• A Potential Theoretic Proof of a Theorem of Derman and Veinott
• Discrete Dynamic Programming
• Non-Discounted Denumerable Markovian Decision Models
• On Sequential Control Processes
• Representation Theory for Denumerable Markov Chains

Cited in

(1)

• Denumerable continuous-time Markov decision processes with multiconstraints on average costs

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