New exactly solvable examples for controlled discrete-time Markov chains

DOI10.1007/BF01068323MaRDI QIDQ4007365zbMATH OpenOpenAlexFDO

Authors V. M. Khametov, A. B. Piunovskiy

Publication date 27 September 1992

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01068323

zbMATH Keywords

entropy criterionfinite-horizon Markov decision processoptimal Markov \(A\)-strategiesoptimality equationunbounded Bellman function

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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• Markov decision chains with unbounded costs and applications to the control of queues
• Markov programming by successive approximations with respect to weighted supremum norms
• Optimal and suboptimal stationary controls for Markov chains
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