Multiplicative Markov Decision Chains
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Publication:3320154
DOI10.1287/moor.9.1.6zbMath0535.90097OpenAlexW2082344166MaRDI QIDQ3320154
Publication date: 1984
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.9.1.6
constructive proofexistence of optimal policiespolicy improvement algorithmmultiplicative Markov decision chainsnonnilpotent transition matrix
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)
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