scientific article; zbMATH DE number 3782761

MaRDI QIDQ3960489zbMATH OpenFDO

Authors Karel Sladký

Publication date 1979

zbMATH Keywords

asymptotic behaviordynamic programming recursionexistence of a maximal growth policyMarkov decision processesproduct propertyreducible non-negative matricesspectral radiussuccessive approximation

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited in

(4)

• Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
• An optimality system for finite average Markov decision chains under risk-aversion
• Growth rates and average optimality in risk-sensitive Markov decision chains
• Generalized eigenvectors and sets of nonnegative matrices

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