On a Continuously Discounted Vector Valued Markov Decision Process

DOI10.1080/02522667.1990.10699003MaRDI QIDQ3487161zbMATH OpenOpenAlexFDO

Authors Chikao Matsuda, Kensuke Tanaka

Publication date 1990

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1990.10699003

zbMATH Keywords

affine transformationconstant discount ratecontinuous time vector-valued Markov decision processvector rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3320878 (Why is no real title available?)
• Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
• Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
• Continuously Discounted Markov Decision Model with Countable State and Action Space
• Controlled jump processes
• Discounted Dynamic Programming
• Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
• Finite state continuous time Markov decision processes with an infinite planning horizon
• Negative Dynamic Programming
• Nondominated decisions and cone convexity in dynamic multicriteria decision problems
• On Cone-Efficiency, Cone-Convexity and Cone-Compactness
• On a D-solution of a cooperative m-person discounted Markov game
• Optimal Continuous-Parameter Stochastic Control
• State Constraints in Convex Control Problems of Bolza
• The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets
• Vector-Valued Dynamic Programming

Cited in

(5)

• Continuous time Markov decision processes with discounted moment criterion
• Optimal policies about discounted vector-valued Markovian decision programming and its algorithms
• The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0
• On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
• Optimal stationary policies in the vector-valued Markov decision process

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