Strong 1-optimal stationary policies in denumerable Markov decision processes

DOI10.1016/0167-6911(88)90113-2MaRDI QIDQ1108940zbMATH OpenOpenAlexFDO

Authors Rolando Cavazos-Cadena, Jean B. Lasserre

Publication date 1988

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(88)90113-2

zbMATH Keywords

\(\alpha\)-discounted rewardbounded rewardscompact action setscountable state spaceMarkov decision processsimultaneous Doeblin conditionstationary average optimal policystrong 1-optimal policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
• Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
• Discrete Dynamic Programming
• Discrete Dynamic Programming with a Small Interest Rate
• scientific article; zbMATH DE number 3583678 (Why is no real title available?)
• scientific article; zbMATH DE number 3445938 (Why is no real title available?)
• scientific article; zbMATH DE number 3313523 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• On optimality criteria for dynamic programs with long finite horizons

Cited in

(12)

• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• A new strong optimality criterion for nonstationary Markov decision processes
• Are limits of -discounted optimal policies Blackwell optimal? A counterexample
• Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
• Sample-path optimality and variance-maximization for Markov decision processes
• Discount-sensitive equilibria in zero-sum stochastic differential games
• Strong representation theorems for bitone sequential decision processes
• 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
• Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
• Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
• Remarks on sensitive equilibria in stochastic games with additive reward and transition structure

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