On Dynamic Programming with Unbounded Rewards

Markov processes (60J99) Queueing theory (aspects of probability theory) (60K25) Hamilton-Jacobi theories (49L99) Inventory, storage, reservoirs (90B05)

Cited In (38)

Existence and uniqueness theorems for the optimal inventory equation: The back-logging case
Technological expectations and adoption of improved technology
Discrete type shock semi-markov decision processes with borel state space
Mixed Markov decision processes in a semi-Markov environment with discounted criterion
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
Control of economic systems under the process of data improvement
Continuous time shock markov decision processes with discounted criterion
The optimal frequency of information purchases
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Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters
Robustness inequality for Markov control processes with unbounded costs
Markov decision processes and strongly excessive functions
On theory and algorithms for Markov decision problems with the total reward criterion
Finite-state approximations for denumerable state discounted Markov decision processes
Action-dependent stopping times and Markov decision process with unbounded rewards
Markov programming by successive approximations with respect to weighted supremum norms
A verification theorem for threshold-indexability of real-state discounted restless bandits
Recursive utility and the Ramsey problem
Time-average and asymptotically optimal flow control policies in networks with multiple transmitters
Condition-based maintenance policies under imperfect maintenance at scheduled and unscheduled opportunities
Myopia and \(R\& D\)/production complementarities
Optimal adaptive control of priority assignment in queueing systems
Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
Controlled semi-Markov models - the discounted case
Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards
Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
A Contraction Theorem in Inventory Problems
Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
Optimal QoS control of interacting service stations
Controlled semi-Markov models under long-run average rewards
Strong bounds on perturbations
Arbitrary state semi-Markov decision processes
Semi-Markov decision processes with a reachable state-subset
Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
Estimation and control in discounted stochastic dynamic programming

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