Arbitrary state semi-Markov decision processes

DOI10.1080/02331938708843260MaRDI QIDQ3768705zbMATHOpenAlexFDO

Authors Kazuyoshi Wakuta

Publication date 1987

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938708843260

zbMATH Keywords

unbounded rewardsexistence of an optimal stationary policytotal discounted rewardssemi- Markov decision processesuncountable state and action spaces

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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• Average cost semi-markov decision processes
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Discounted Dynamic Programming
• Markovian Decision Processes with Compact Action Spaces
• Note—A Note on Dynamic Programming with Unbounded Rewards
• On Dynamic Programming with Unbounded Rewards
• Optimal Plans for Dynamic Programming Problems
• Semi-Markov decision processes with polynomial reward

Cited in

(17)

• scientific article; zbMATH DE number 3969813 (Why is no real title available?)
• The Borel state space semi-Markov decision process with expected total rewards in a semi-Markov environment
• On undiscounted semi-Markov decision processes with absorbing states
• Admission control in a two-class loss system with periodically varying parameters and abandonments
• scientific article; zbMATH DE number 3898637 (Why is no real title available?)
• On the expected total reward with unbounded returns for Markov decision processes
• Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
• On the Second Optimality Equation for Semi-Markov Decision Models
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• On undiscounted markovian decision processes with compact action spaces
• scientific article; zbMATH DE number 4003943 (Why is no real title available?)
• Semi-Markov decision processes with variance minimization criterion
• Optimal control of Markov processes with age-dependent transition rates
• Optimality of quasi-open-loop policies for discounted semi-Markov decision processes
• A semi-Markov inventory control model
• Performance analysis for controlled semi-Markov systems with application to maintenance
• The exponential utility optimality for infinite horizon semi-Markov decision processes

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