Stationary Markovian Decision Problems and Perturbation Theory of Quasi-Compact Linear Operators

DOI10.1287/MOOR.2.1.91zbMATH Open0395.90081OpenAlexW1986404323MaRDI QIDQ4178804FDOQ4178804

Authors: Jacob Wijngaard 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1287/moor.2.1.91

zbMATH Keywords

Markov Decision TheoryPerturbation Theory of Quasicompact Linear Operators

Mathematics Subject Classification ID

Dynamic programming (90C39) Minimax problems in mathematical programming (90C47) Markov and semi-Markov decision processes (90C40)

Cited In (7)

• Long-term average cost control problems for continuous time Markov processes: A survey
• Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion
• Average cost Markov decision processes under the hypothesis of Doeblin
• On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Continuity of mean recurrence times in denumerable semi-Markov processes
• Recurrence conditions for Markov decision processes with Borel state space: A survey

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