Comparing Policies in Markov Decision Processes: Mandl's Lemma Revisited

DOI10.1287/MOOR.15.1.155MaRDI QIDQ3200907zbMATH OpenOpenAlexWikidataFDO

Authors Adam Shwartz, Armand M. Makowski

Publication date 1990

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.15.1.155

zbMATH Keywords

convergence conditionsPolish state spaceaverage costsMarkov decision chain

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Markov and semi-Markov decision processes (90C40) Adaptive control/observation systems (93C40)

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Cited in

(3)

• Stochastic approximations for finite-state Markov chains
• Stability and probability. I: Convergence for queueing networks via Lyapunov optimization
• On ordinal comparison of policies in Markov reward processes

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