Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

DOI10.1016/j.jmaa.2021.125639zbMath1479.90211OpenAlexW3197076938MaRDI QIDQ2235986

Tomás Prieto-Rumeau, François Dufour

Publication date: 22 October 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125639

zbMATH Keywords

Markov decision processcountable state spacenon-additive optimality criterionvisiting set infinitely often

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• On compactness of the space of policies in stochastic dynamic programming
• On dynamic programming: Compactness of the space of policies
• On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion
• Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes
• Stationary Policies in Dynamic Programming Models Under Compactness Assumptions
• The Decomposition-Separation Theorem for Finite Nonhomogeneous Markov Chains and Related Problems
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• More Risk-Sensitive Markov Decision Processes
• On the chance to visit a goal set infinitely often
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
• Continuous-Time Markov Decision Processes with Exponential Utility

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