Finite state dynamic programming with the total reward criterion

DOI10.1007/BF01918627MaRDI QIDQ3738957zbMATH OpenOpenAlexFDO

Authors R. van Dawen

Publication date 1986

Published in Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01918627

zbMATH Keywords

computationsexistence of optimal stationary policiesexpected total reward criterionfinite state spacepolicy iteration

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cites work

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• Negative Dynamic Programming
• On the functional equation of dynamic programming
• On theory and algorithms for Markov decision problems with the total reward criterion
• Perturbation theory and finite Markov chains
• Pointwise and Uniformly Good Stationary Strategies for Dynamic Programming Models
• Some remarks on a Markovian decision problem with an absorbing state
• Stationary Policies in Dynamic Programming Models Under Compactness Assumptions

Cited in

(6)

• Computing efficient steady state policies for deterministic dynamic programs. I
• scientific article; zbMATH DE number 3849001 (Why is no real title available?)
• The Optimal Reward Operator in Negative Dynamic Programming
• Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
• scientific article; zbMATH DE number 1786118 (Why is no real title available?)
• Optimal steady states, excessive functions, and deterministic dynamic programs

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