scientific article; zbMATH DE number 167294

MaRDI QIDQ4034339zbMATH OpenFDO

Authors Jianyong Liu, Ke Liu

Publication date 16 May 1993

zbMATH Keywords

method of successive approximationsstationary policypolicy improvementfirst passage modelone-step reward

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(6)

• First passage optimality and variance minimisation of Markov decision processes with varying discount factors
• First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
• First passage risk probability optimality for continuous time Markov decision processes
• Discrete-time Markov decision processes with first passage models
• Constrained Markov decision processes with first passage criteria
• Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors

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