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

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

Arie Hordijk, Rommert Dekker

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

90C40: Markov and semi-Markov decision processes

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