A new strong optimality criterion for nonstationary Markov decision processes
DOI10.1007/S001860000076zbMATH Open1032.90060OpenAlexW2070166549MaRDI QIDQ1397692FDOQ1397692
Authors: Xianping Guo, Peng Shi, Weiping Zhu
Publication date: 7 August 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860000076
Recommendations
- A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
- Strong average optimality criterion for continuous-time Markov decision processes
- scientific article; zbMATH DE number 238320
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
- New sufficient conditions for average optimality in continuous-time Markov decision processes
- Strong 1-optimal stationary policies in denumerable Markov decision processes
- A new condition for the existence of optimal stationary policies in average cost Markov decision processes
- On strong average optimality of Markov decision processes with unbounded costs
- Nonstationary continuous time markov decision processes with the expected total rewards criterion
optimality equationsnonstationary Markov decision processesstrong average-canonical optimal policies
Optimality conditions and duality in mathematical programming (90C46) Markov and semi-Markov decision processes (90C40)
Cited In (5)
- Minimax control for discrete-time time-varying stochastic systems
- A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
- Strong 1-optimal stationary policies in denumerable Markov decision processes
- Limiting average criteria for nonstationary Markov decision processes
- Title not available (Why is that?)
This page was built for publication: A new strong optimality criterion for nonstationary Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1397692)