The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains

DOI10.1007/S00186-013-0427-8MaRDI QIDQ2392790zbMATH OpenOpenAlexFDO

Authors Daniel Lücking, Wolfgang Stadje

Publication date 2 August 2013

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

Full work available at URL https://doi.org/10.1007/s00186-013-0427-8

zbMATH Keywords

latticeMarkov chaincountable state spacestochastic shortest-path problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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• An Analysis of Stochastic Shortest Path Problems
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Cites work

• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• An Analysis of Stochastic Shortest Path Problems
• Dynamic programming and optimal control. Vol. 2.
• On the Speed of Convergence of Value Iteration on Stochastic Shortest-Path Problems
• Randomized Shortest-Path Problems: Two Related Models

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