On the solvability of Bellman's functional equation for a Markovian decision process
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Publication:2561541
Cites work
- A Linear Programming Problem Connected with Optimal Stationary Control in a Dynamic Decision Problem
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- Finite state Markovian decision processes
- Functional equations in the theory of dynamic programming. XI: Limit theorems
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- Linear programming and sequential decisions
- Linear programming considerations on Markovian decision processes with no discounting
- On sequential decisions and Markov chains
- Stable sequential control rules and Markov chains
- Stochastic Games
Cited in
(6)- Variational characterizations in Markov decision processes
- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
- A Brouwer fixed-point mapping approach to communicating Markov decision processes
- Spectral theorem for convex monotone homogeneous maps, and ergodic control
- Chess-like games may have no uniform Nash equilibria even in mixed strategies
- On the solvability of Bellman's functional equations for Markov renewal programming
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