On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting

Cited in

(48)

Bias optimality for multichain continuous-time Markov decision processes
The variational calculus and approximation in policy space for Markovian decision processes
On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
Strong 1-optimal stationary policies in denumerable Markov decision processes
On optimality criteria for dynamic programs with long finite horizons
Review of a Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information
An optimality principle for Markovian decision processes
Planning for the long run: programming with patient, Pareto responsive preferences
Singularly perturbed linear programs and Markov decision processes
Index-based policies for discounted multi-armed bandits on parallel machines.
On the existence of relative values for undiscounted multichain Markov decision processes
Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
Symblicit algorithms for mean-payoff and shortest path in monotonic Markov decision processes
Sample-path optimality and variance-maximization for Markov decision processes
Finite state continuous time Markov decision processes with an infinite planning horizon
Linear programming considerations on Markovian decision processes with no discounting
On direct sums of Markovian decision process
On the set of optimal policies in discrete dynamic programming
On a set of optimal policies in continuous time Markovian decision problem
A new optimality criterion for discrete dynamic programming
Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
An axiomatic approach to Markov decision processes
Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs
Generalized Markovian decision processes
A value-iteration scheme for undiscounted multichain Markov renewal programs
A mixed value and policy iteration method for stochastic control with universally measurable policies
MARKOV DECISION PROCESSES
Turnpike theorems for Markov games
Optimality equations and sensitive optimality in bounded Markov decision processes¹
A value iteration method for undiscounted multichain Markov decision processes
scientific article; zbMATH DE number 3731783 (Why is no real title available?)
scientific article; zbMATH DE number 3469604 (Why is no real title available?)
A new algorithm for a multi-item periodic review inventory system
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
Solution procedures for multi-objective markov decision processes
Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
Blackwell optimal policies in a Markov decision process with a Borel state space
Strong 0-discount optimal policies in a Markov decision process with a Borel state space
Maximum-stopping-value policies in finite Markov population decision chains
scientific article; zbMATH DE number 3401929 (Why is no real title available?)
Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
The Mitra-Wan forestry model: a discrete-time optimal control problem
Exploring infinite population utilitarianism under strong anonymity
A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
The vanishing discount approach to constrained continuous-time controlled Markov chains
Decentralized evolutionary mechanisms for intertemporal economies: A possibility result
Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

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