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

DOI10.1016/0022-247X(92)90379-RMaRDI QIDQ1206951zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

discrete timeaverage casecountable state spacediscounted case

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• scientific article; zbMATH DE number 1536370
• scientific article; zbMATH DE number 700091
• scientific article; zbMATH DE number 1159486
• New discount and average optimality conditions for continuous-time Markov decision processes
• A new condition for the existence of optimal stationary policies in average cost Markov decision processes

Cites work

• scientific article; zbMATH DE number 3718882 (Why is no real title available?)
• CTMDP and its relationship with DTMDP
• Discrete Dynamic Programming with Unbounded Rewards
• Non-Discounted Denumerable Markovian Decision Models

Cited in

(14)

• Markov decision processes with state-dependent discount factors and unbounded rewards/costs
• 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
• scientific article; zbMATH DE number 4170671 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3900544 (Why is no real title available?)
• 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

This page was built for publication: Discounted and average Markov decision processes with unbounded rewards: New conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1206951)