Discounted and average Markov decision processes with unbounded rewards: New conditions

DOI10.1016/0022-247X(92)90379-RzbMATH Open0777.90076OpenAlexW2043959499MaRDI QIDQ1206951FDOQ1206951

Authors: Qiying Hu 

Publication date: 1 April 1993

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(92)90379-r

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zbMATH Keywords

discrete timeaverage casecountable state spacediscounted case

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Discrete Dynamic Programming with Unbounded Rewards
• Non-Discounted Denumerable Markovian Decision Models
• CTMDP and its relationship with DTMDP
• Title not available (Why is that?)

Cited In (14)

• Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• On the reduction of total-cost and average-cost MDPs to discounted mdps
• Conditions for the uniqueness of optimal policies of discounted Markov decision processes
• An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
• Analysis for some properties of discrete time Markov decision processes
• Title not available (Why is that?)
• Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
• On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
• Application of average dynamic programming to inventory systems
• Title not available (Why is that?)
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
• Another set of conditions for average optimality in Markov control processes
• Markov decision processes with state-dependent discount factors and unbounded rewards/costs

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