Controlled Markov Processes with Arbitrary Numerical Criteria

DOI10.1137/1127058MaRDI QIDQ3663020zbMATH OpenOpenAlexFDO

Authors Eugene A. Feinberg

Publication date 1982

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1127058

zbMATH Keywords

arbitrary real-valued criteriaBorel state spacesdiscrete-time infinite horizon non- homogeneous Markov decision modelmeasurable criterionnearly-optimal policiesnon-randomized Markov policyrandomized Markov policystrategic measures

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited in

(18)

• Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
• The existence of good Markov strategies for decision processes with general payoffs
• Finite state Markov decision models with average reward criteria
• Finite-stage reward functions having the Markov adequacy property
• Markov-achievable payoffs for finite-horizon decision models.
• Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
• On risk-sensitive piecewise deterministic Markov decision processes
• Non-randomized strategies in stochastic decision processes
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Finding Optimal Survey Policies via Adaptive Markov Decision Processes
• Constrained Semi-Markov decision processes with average rewards
• Strategic measures in optimal control problems for stochastic sequences
• scientific article; zbMATH DE number 7625164 (Why is no real title available?)
• Quantitative model-checking of controlled discrete-time Markov processes
• Continuous-time Markov decision processes with exponential utility
• Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
• Average cost optimality of partially observed MDPs: contraction of nonlinear filters and existence of optimal solutions and approximations
• Mean-variance optimization in discrete-time decision processes with general utility function

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