Markov decision processes and strongly excessive functions

DOI10.1016/0304-4149(78)90067-4MaRDI QIDQ1250164zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1978

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(78)90067-4

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Cites work

• A Note on Contraction
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Discounted Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
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• Markov programming by successive approximations with respect to weighted supremum norms
• Markov Strategies in Dynamic Programming
• On Dynamic Programming with Unbounded Rewards
• On the Existence of Stationary Optimal Strategies
• Semi-Markov Decision Processes with Unbounded Rewards

Cited in

(5)

• Stochastic games with metric state space
• On theory and algorithms for Markov decision problems with the total reward criterion
• Action-dependent stopping times and Markov decision process with unbounded rewards
• R-theory for countable reducible nonnegative matrices
• Estimation and control in discounted stochastic dynamic programming

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