Normalized Markov Decision Chains I; Sensitive Discount Optimality

DOI10.1287/OPRE.23.4.785zbMATH Open0318.90023OpenAlexW1982090982MaRDI QIDQ4080985FDOQ4080985

Uriel G. Rothblum

Publication date: 1975

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.23.4.785

Mathematics Subject Classification ID

Decision theory (91B06) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Inventory, storage, reservoirs (90B05)

Cited In (5)

• Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
• Resolvent expansions of matrices and applications
• A canonical form for pencils of matrices with applications to asymptotic linear programs
• Markov branching decision chains with interest-rate-dependent rewards
• On the reduction of total‐cost and average‐cost MDPs to discounted MDPs

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