Optimality equations and sensitive optimality in bounded Markov decision processes1

DOI10.1080/02331938508843074MaRDI QIDQ3714928zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3819496 (Why is no real title available?)
• scientific article; zbMATH DE number 3900546 (Why is no real title available?)
• scientific article; zbMATH DE number 3471808 (Why is no real title available?)
• Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
• Continuity of mean recurrence times in denumerable semi-Markov processes
• Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
• Discrete Dynamic Programming
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Multichain Markov Renewal Programs
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• Perturbation theory and finite Markov chains
• The Functional Equations of Undiscounted Markov Renewal Programming

Cited in

(7)

• scientific article; zbMATH DE number 3876943 (Why is no real title available?)
• Sensitivity of constrained Markov decision processes
• Notes on variance in randomized reward Markov decision processes
• Estimation and control in multichain processes
• Denumerable semi-Markov decision chains with small interest rates
• scientific article; zbMATH DE number 764434 (Why is no real title available?)
• Simultaneous recurrent conditions on countable state Markov chains

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