Optimal decision procedures for finite markov chains. Part I: Examples

DOI10.2307/1426039MaRDI QIDQ5678678zbMATH OpenOpenAlexFDO

Authors John Bather

Publication date 1973

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426039

Mathematics Subject Classification ID

Markov processes (60J99) Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)

Cited in

(8)

• A zero-sum stochastic game with compact action sets and no asymptotic value
• The average cost of Markov chains subject to total variation distance uncertainty
• An expected average reward criterion
• A value-iteration scheme for undiscounted multichain Markov renewal programs
• Average cost Markov decision processes with weakly continuous transition probabilities
• Stationary anonymous sequential games with undiscounted rewards
• Denumerable semi-Markov decision chains with small interest rates
• On maximizing the average time at a goal

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