Cites work
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- scientific article; zbMATH DE number 3560402 (Why is no real title available?)
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- An example in which stationary strategies are not adequate
- Discounted Dynamic Programming
- On Measurable Gambling Problems
- On the Existence of Good Stationary Strategies
- On the Existence of Stationary Optimal Strategies
- Persistently ϵ-Optimal Strategies
- Some finitely additive probability
Cited in
(13)- scientific article; zbMATH DE number 7561612 (Why is no real title available?)
- Goal problems in gambling theory
- Approximations of expectations under infinite product measures
- On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion
- Finite state Markov decision models with average reward criteria
- Optimal Markov strategies
- Finite-stage reward functions having the Markov adequacy property
- The existence of good Markov strategies for decision processes with general payoffs
- Utility Functions Which Ensure the Adequacy of Stationary Strategies
- On maximizing the average time at a goal
- Non-randomized strategies in stochastic decision processes
- Quantitative model-checking of controlled discrete-time Markov processes
- Strategy complexity of limsup and liminf threshold objectives in countable MDPs, with applications to optimal expected payoffs
This page was built for publication: On the Existence of Good Markov Strategies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4184002)
