MDPs with setwise continuous transition probabilities

DOI10.1016/J.ORL.2021.07.011MaRDI QIDQ2060367OpenAlexFDO

Authors Pavlo O. Kasyanov, Eugene A. Feinberg

Publication date 13 December 2021

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2011.01325

zbMATH Keywords

Markov decision processtotal discounted costaverage cost per unit timeoptimal selection theorem

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cited in

(4)

• MDPs with Setwise Continuous Transition Probabilities
• Unbounded dynamic programming via the Q-transform
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• Markov decision processes with incomplete information and semiuniform Feller transition probabilities

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