Arbitrary state semi-Markov decision processes

DOI10.1080/02331938708843260zbMATH Open0631.90083OpenAlexW2008805734MaRDI QIDQ3768705FDOQ3768705

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

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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)

Cites Work

• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Title not available (Why is that?)
• Discounted Dynamic Programming
• Title not available (Why is that?)
• Note—A Note on Dynamic Programming with Unbounded Rewards
• Average cost semi-markov decision processes
• Optimal Plans for Dynamic Programming Problems
• Semi-Markov decision processes with polynomial reward
• On Dynamic Programming with Unbounded Rewards
• Markovian Decision Processes with Compact Action Spaces

Cited In (17)

• The Borel state space semi-Markov decision process with expected total rewards in a semi-Markov environment
• Title not available (Why is that?)
• On undiscounted semi-Markov decision processes with absorbing states
• Title not available (Why is that?)
• On the expected total reward with unbounded returns for Markov decision processes
• The exponential utility optimality for infinite horizon semi-Markov decision processes
• A semi-Markov inventory control model
• Admission control in a two-class loss system with periodically varying parameters and abandonments
• Optimality of quasi-open-loop policies for discounted semi-Markov decision processes
• Title not available (Why is that?)
• Performance analysis for controlled semi-Markov systems with application to maintenance
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Semi-Markov decision processes with variance minimization criterion
• Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming
• Optimal control of Markov processes with age-dependent transition rates
• On undiscounted markovian decision processes with compact action spaces
• On the Second Optimality Equation for Semi-Markov Decision Models

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