The critical discount factor for finite Markovian decision processes with an absorbing set

DOI10.1007/S001860200252MaRDI QIDQ1395138zbMATH OpenOpenAlexFDO

Authors K. Hinderer, Karl-Heinz Waldmann

Publication date 26 June 2003

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001860200252

zbMATH Keywords

expected total reward criterionspectral radius of transition matricesstochastic monotonicitystochastic shortest path problemsublinear Perron/Frobenius theoremtransient Markovian decision processes

Mathematics Subject Classification ID

Nonlinear spectral theory, nonlinear eigenvalue problems (47J10) Markov and semi-Markov decision processes (90C40)

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(7)

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• Integrating stochastic reasoning into Event-B development

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