Fixed point theorems for discounted finite Markov decision processes
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Publication:1080782
DOI10.1016/S0022-247X(86)80021-XzbMath0599.90125MaRDI QIDQ1080782
Publication date: 1986
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
fixed point theoremoptimal value functionexistence of a solutionoptimality equationdiscounted Markov decision processesfinite sets of states and actionslattice-theoretical approachmonotone mapping on a complete lattice
Related Items
Turnpike theorems for Markov games, Fixed points for extrema of contractions, A concept of fuzzy transition probabilities
Cites Work
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- Brouwer's fixed point theorem and finite state space Markovian decision theory
- A lattice-theoretical fixpoint theorem and its applications
- Linear Programming and Sequential Decisions
- The Approximation of Fixed Points of a Continuous Mapping
- Contraction Mappings in the Theory Underlying Dynamic Programming
- Turnpike Planning Horizons for a Markovian Decision Model