Semi-Infinite Weighted Markov Decision Processes

DOI10.1080/15326340802427406zbMATH Open1156.90022OpenAlexW2081460045MaRDI QIDQ3548746FDOQ3548746

Authors: Khalid Rahhali, Mohammed Abbad 

Publication date: 17 December 2008

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340802427406

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zbMATH Keywords

Markov decision processdeterministic strategyweighted reward\(\delta \)-optimal strategy

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Time-scale analysis and singular perturbations in control/observation systems (93C70)

Cites Work

• Semi-infinite Markov decision processes
• A Note on Memoryless Rules for Controlling Sequential Control Processes
• Handbook of Markov decision processes. Methods and applications
• Markov Decision Models with Weighted Discounted Criteria
• Title not available (Why is that?)
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• Weighted reward criteria in Competitive Markov Decision Processes
• Semi-infinite weighted Markov decision processes with perturbation.
• Weighted Markov decision processes with perturbation
• Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations
• A Weighted Markov Decision Process

Cited In (5)

• Weighted Markov decision processes with perturbation
• Weighted reward criteria in Competitive Markov Decision Processes
• Semi-infinite weighted Markov decision processes with perturbation.
• Hierarchical algorithms for discounted and weighted Markov decision processes
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