An optimality principle for Markovian decision processes

DOI10.1016/0022-247X(76)90243-2MaRDI QIDQ1228554zbMATH OpenFDO

Authors Paul J. Schweitzer, Bezalel Gavish

Publication date 1976

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 3128787 (Why is no real title available?)
• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• An Optimality Condition for Discrete Dynamic Programming with no Discounting
• Averaging vs. discounting in dynamic programming: a counterexample
• Computing Optimal (s, S) Inventory Policies
• Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem
• Discrete Dynamic Programming
• Discrete Dynamic Programming with a Small Interest Rate
• Letter to the Editor—Criterion Equivalence in Discrete Dynamic Programming
• Markov Renewal Programs with Small Interest Rates
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• On the set of optimal policies in discrete dynamic programming

Cited in

(2)

• On the existence of relative values for undiscounted multichain Markov decision processes
• A Fixed Point Approach to Undiscounted Markov Renewal Programs

This page was built for publication: An optimality principle for Markovian decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1228554)