On a set of optimal policies in continuous time Markovian decision problem

DOI10.1016/0022-247X(71)90157-0MaRDI QIDQ2544324zbMATH OpenOpenAlexFDO

Authors Y.oshio Tabata, Hisashi Mine

Publication date 1971

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

Full work available at URL https://doi.org/10.1016/0022-247x(71)90157-0

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Review text

This paper is concerned with a continuous time parameter Markovian decision problem with finitely many states and actions. An \(\alpha\)-optimal policy, which maximizes the total expected return with discount factor \(\alpha\), is considered. It is shown that the set of \(\alpha\)-optimal policies consists of the policies of which action belong to the specified set. An upper bound of the number of a-optimal regions and a simple procedure to find them are proposed from the view point of a sensitivity analysis. Moreover, the limiting properties of \(\alpha\)-optimal policies and the set of optimal policies in some sense are discussed.

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Cites work

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Cited in

(10)

• Sensitivity analysis in discounted Markovian decision problems
• MDPs with setwise continuous transition probabilities
• Optimization of a special case of continuous-time Markov decision processes with compact action set
• Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization
• scientific article; zbMATH DE number 3941292 (Why is no real title available?)
• scientific article; zbMATH DE number 1062625 (Why is no real title available?)
• scientific article; zbMATH DE number 1766732 (Why is no real title available?)
• scientific article; zbMATH DE number 2141062 (Why is no real title available?)
• On Markov policies for minimax decision processes
• Continuous-time Markov decision processes with nth-bias optimality criteria

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