Target-level criterion in Markov decision processes

DOI10.1007/BF02193458zbMath0838.90135OpenAlexW2066118288MaRDI QIDQ1904951

M. Bouakiz, Y. Kebir

Publication date: 15 January 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02193458

zbMATH Keywords

optimal value functionsuccessive approximationsmaximal fixed pointinfinite planning-horizonoptimal return operatortarget-level criteriontotal discounted rewardsturnpike results

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (16)

Value iteration methods in risk minimizing stopping problems ⋮ Zero-sum semi-Markov games with a probability criterion ⋮ A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates ⋮ The risk probability criterion for discounted continuous-time Markov decision processes ⋮ Threshold probability of non-terminal type in finite horizon Markov decision processes ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Optimal threshold probability in undiscounted Markov decision processes with a target set. ⋮ Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques ⋮ Maximizing the probability of attaining a target prior to extinction ⋮ Discounted Markov decision processes with utility constraints ⋮ Time consistent dynamic risk measures ⋮ Continuous-time zero-sum games with probability criterion ⋮ Optimization models for the first arrival target distribution function in discrete time ⋮ Minimizing risk models in Markov decision processes with policies depending on target values ⋮ Nonzero-sum stochastic games with probability criteria ⋮ Optimal policy for minimizing risk models in Markov decision processes

Cites Work

• Percentiles and Markovian decision processes
• Note—Note on “Optimal Ordering Quantity to Realize a Pre-Determined Level of Profit”
• Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
• A Preference Order Dynamic Program for a Stochastic Traveling Salesman Problem
• The Newsboy Problem under Alternative Optimization Objectives
• The variance of discounted Markov decision processes
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