On the Existence of Good Markov Strategies
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Publication:4184002
DOI10.2307/1998779zbMATH Open0399.60046OpenAlexW4234770878MaRDI QIDQ4184002FDOQ4184002
Cites Work
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
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- 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 (10)
- Title not available (Why is no real title available?)
- 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
- Finite-stage reward functions having the Markov adequacy property
- Optimal Markov strategies
- Utility Functions Which Ensure the Adequacy of Stationary Strategies
- The existence of good Markov strategies for decision processes with general payoffs
- On maximizing the average time at a goal
- Non-randomized strategies in stochastic decision processes
- Quantitative model-checking of controlled discrete-time Markov processes
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