Semi-Markov decision processes with a reachable state-subset
From MaRDI portal
Publication:3833895
DOI10.1080/02331938908843446zbMath0677.90087OpenAlexW2026739671MaRDI QIDQ3833895
Publication date: 1989
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938908843446
semi-Markov decision processunbounded costsoptimality equationgeneral state and action spaceslong-run average expected cost\(\epsilon \) -optimal stationary policies
Related Items (4)
Markov decision processes with a minimum-variance criterion ⋮ On Some Ergodic Impulse Control Problems with Constraint ⋮ Recurrence conditions for Markov decision processes with Borel state space: A survey ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
Cites Work
- Unnamed Item
- Unnamed Item
- Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
- Stochastic optimal control. The discrete time case
- The average-optimal adaptive control of a Markov renewal model in presence of an unknown parameter
- Markov Decision Processes with a Borel Measurable Cost Function—The Average Case
- On Dynamic Programming with Unbounded Rewards
- The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms
- Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control
- Negative Dynamic Programming
- An Example in Denumerable Decision Processes
- A Solution to a Countable System of Equations Arising in Markovian Decision Processes
- Maximal Average-Reward Policies for Semi-Markov Decision Processes With Arbitrary State and Action Space
This page was built for publication: Semi-Markov decision processes with a reachable state-subset