Extreme-point solutions in Markov decision processes

DOI10.2307/3213594MaRDI QIDQ3335550zbMATH OpenOpenAlexFDO

Authors David Assaf

Publication date 1983

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213594

zbMATH Keywords

convex integral functiondiscounted or average reward criteriaexistence of optimal extreme point solutionsMarkov decision problemssufficient convexity conditions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(2)

• On a Markov Decision Process problem involving the Maximum of the Difference between two functions: Technical Note
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