Markov decision processes with exponentially representable discounting

DOI10.1016/J.ORL.2008.10.005MaRDI QIDQ1002088zbMATH OpenOpenAlexWikidataFDO

Authors Yair Carmon, Adam Shwartz

Publication date 23 February 2009

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2008.10.005

zbMATH Keywords

Markov decision processeshyperbolic discountingdiscounted costgeneral discounting functionmixed discounting

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• Golden Eggs and Hyperbolic Discounting
• Markov Decision Models with Weighted Discounted Criteria

Cited in

(15)

• Markov decision processes with state-dependent discount factors and unbounded rewards/costs
• Death and discounting
• Discount-isotone policies for Markov decision processes
• Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies
• Continuous-time Markov decision processes with state-dependent discount factors
• Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
• The value functions of Markov decision processes
• Partially observable Markov decision processes with partially observable random discount factors
• Constrained Markov decision processes with non-constant discount factor
• Exact decomposition approaches for Markov decision processes: a survey
• Markov control models with unknown random state-action-dependent discount factors
• Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
• A mean field absorbing control model for interacting objects systems
• Persistently optimal policies in stochastic dynamic programming with generalized discounting
• Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach

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