Generalized Markovian decision processes

DOI10.1007/BF01965715MaRDI QIDQ3208458zbMATH OpenFDO

Authors Israel Brosh, E. Shlifer, Paul J. Schweitzer

Publication date 1977

Published in Zeitschrift für Operations Research (Search for Journal in Brave)

zbMATH Keywords

convergence analysispolicy-iteration algorithmcoupled functional equationsdiscounted semi-Markovian decision processesgeneralized Markovian decision processeslinear programming formulationsMarkov ratio decision process

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Rate of convergence, degree of approximation (41A25)

Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• scientific article; zbMATH DE number 3208653 (Why is no real title available?)
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• Linear programming and continuous markovian decision problems
• Linear programming and sequential decisions
• Linear programming considerations on Markovian decision processes with no discounting
• Markov Renewal Programming by Linear Fractional Programming
• Markov Renewal Programs with Small Interest Rates
• Markov ratio decision processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Multichain Markov Renewal Programs
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• On Linear Programming in a Markov Decision Problem
• Perturbation Theory and Undiscounted Markov Renewal Programming
• Programming with linear fractional functionals

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