Optimality equations and sensitive optimality in bounded Markov decision processes1

DOI10.1080/02331938508843074zbMATH Open0587.90099OpenAlexW2118289446MaRDI QIDQ3714928FDOQ3714928

Authors: Elke Mann 

Publication date: 1985

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938508843074

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zbMATH Keywords

countable state spaceoptimal stationary policiesoptimality equationsdiscrete time Markov decision processaverage reward criterionbounded reward functionsensitive optimality criteriacompact sets of admissible actions

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

• Perturbation theory and finite Markov chains
• The Functional Equations of Undiscounted Markov Renewal Programming
• Discrete Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• Multichain Markov Renewal Programs
• Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
• Continuity of mean recurrence times in denumerable semi-Markov processes
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Cited In (7)

• Title not available (Why is that?)
• Simultaneous recurrent conditions on countable state Markov chains
• Estimation and control in multichain processes
• Notes on variance in randomized reward Markov decision processes
• Denumerable semi-Markov decision chains with small interest rates
• Title not available (Why is that?)
• Sensitivity of constrained Markov decision processes

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