MARKOV DECISION PROCESSES

DOI10.1111/J.1467-9574.1985.TB01140.XMaRDI QIDQ3678995zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1985.tb01140.x

zbMATH Keywords

surveystochastic dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Markov and semi-Markov decision processes (90C40)

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Cites work

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• Contraction Mappings in the Theory Underlying Dynamic Programming
• Discounted Dynamic Programming
• Discrete Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Discrete Dynamic Programming with a Small Interest Rate
• Dynamic programming, Markov chains, and the method of successive approximations
• Geometric convergence of value-iteration in multichain Markov decision problems
• Linear Programming and Markov Decision Chains
• Linear programming and sequential decisions
• Markov programming by successive approximations with respect to weighted supremum norms
• Multichain Markov Renewal Programs
• Negative Dynamic Programming
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• On Linear Programming in a Markov Decision Problem
• On the Existence of Stationary Optimal Strategies
• Some Bounds for Discounted Sequential Decision Processes
• Stochastic Games
• The capacity aspect of inventories
• The method of value oriented successive approximations for the average reward Markov decision process

Cited in

(18)

• Markov decision processes
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• A Survey of Applications of Markov Decision Processes
• Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question
• Quantile Markov Decision Processes
• scientific article; zbMATH DE number 45269 (Why is no real title available?)
• Multi-Actor Markov Decision Processes
• Markov Decision Processes with Imprecise Transition Probabilities
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• Multitime scale markov decision processes
• Computational aspects in applied stochastic control
• Hierarchic Markov processes and their applications in replacement models
• scientific article; zbMATH DE number 3854800 (Why is no real title available?)
• Robust Markov Decision Processes
• scientific article; zbMATH DE number 3961379 (Why is no real title available?)
• Competing Markov decision processes
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• An axiomatic approach to Markov decision processes

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