Markov decision processes with state-dependent discount factors and unbounded rewards/costs

DOI10.1016/j.orl.2011.06.014zbMath1235.90178OpenAlexW2055647224MaRDI QIDQ408405

Xianping Guo, Qingda Wei

Publication date: 5 April 2012

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

Full work available at URL: https://doi.org/10.1016/j.orl.2011.06.014

zbMATH Keywords

Markov decision processesoptimal value functionoptimal stationary policystate-dependent discount factorsunbounded costs/rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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