New exactly solvable examples for controlled discrete-time Markov chains
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Publication:4007365
DOI10.1007/BF01068323zbMath0749.90086MaRDI QIDQ4007365
V. M. Khametov, Aleksey B. Piunovskiy
Publication date: 27 September 1992
Published in: Cybernetics (Search for Journal in Brave)
optimality equation; entropy criterion; finite-horizon Markov decision process; optimal Markov \(A\)-strategies; unbounded Bellman function
90C40: Markov and semi-Markov decision processes
Cites Work
- Stochastic optimal control. The discrete time case
- Markov programming by successive approximations with respect to weighted supremum norms
- Markov decision chains with unbounded costs and applications to the control of queues
- Optimal and suboptimal stationary controls for Markov chains
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