Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards

DOI10.1287/moor.13.3.395zbMath0652.90099OpenAlexW2043195713MaRDI QIDQ3798497

Publication date: 1988

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: http://repub.eur.nl/pub/2251

zbMATH Keywords

Blackwell optimality compact action sets denumerable state space average optimality discount optimality discrete-time Markov decision chain

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Asymptotic properties of constrained Markov Decision Processes ⋮ Strong bounds on perturbations ⋮ Optimality equations and sensitive optimality in bounded Markov decision processes¹ ⋮ The existence of sensitive optimal policies in two multi-dimensional queueing models ⋮ Kolmogorov forward equation and explosiveness in countable state Markov processes ⋮ Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space ⋮ Strong 1-optimal stationary policies in denumerable Markov decision processes ⋮ Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes ⋮ Blackwell optimal policies in a Markov decision process with a Borel state space ⋮ Zero-sum Markov games and worst-case optimal control of queueing systems ⋮ ``Super-overtaking optimal policies for Markov control processes ⋮ Simultaneous recurrent conditions on countable state Markov chains ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Taylor series expansions for stationary Markov chains ⋮ Characterization and sufficient conditions for normed ergodicity of Markov chains ⋮ Are limits of \(\alpha\)-discounted optimal policies Blackwell optimal? A counterexample ⋮ Average optimality for Markov decision processes in borel spaces: a new condition and approach ⋮ Geometric Ergodicity of the ALOHA-system and a Coupled Processors Model

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