An optimality principle for Markovian decision processes

DOI10.1016/0022-247X(76)90243-2zbMATH Open0332.90045MaRDI QIDQ1228554FDOQ1228554

Paul J. Schweitzer, Bezalel Gavish

Publication date: 1976

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

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• Markov Renewal Programs with Small Interest Rates
• Discrete Dynamic Programming
• Computing Optimal (s, S) Inventory Policies
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• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• Letter to the Editor—Criterion Equivalence in Discrete Dynamic Programming
• Discrete Dynamic Programming with a Small Interest Rate
• Averaging vs. discounting in dynamic programming: a counterexample
• Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem
• On the set of optimal policies in discrete dynamic programming
• An Optimality Condition for Discrete Dynamic Programming with no Discounting

Cited In (2)

• On the existence of relative values for undiscounted multichain Markov decision processes
• A Fixed Point Approach to Undiscounted Markov Renewal Programs

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