On the Existence of Good Markov Strategies

DOI10.2307/1998779zbMATH Open0399.60046OpenAlexW4234770878MaRDI QIDQ4184002FDOQ4184002

Authors: Theodore P. Hill 

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/1998779

zbMATH Keywords

StrategyMarkov ChainOptimizationControl TheoryDynamic ProgrammingStochastic ProcessDecision TheoryGambling TheoryMarkov StrategyStationary Strategy

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) General considerations in statistical decision theory (62C05) Stochastic processes (60G99)

Cites Work

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• Some finitely additive probability
• Discounted Dynamic Programming
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• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• Persistently ϵ-Optimal Strategies
• On Measurable Gambling Problems
• An example in which stationary strategies are not adequate

Cited In (10)

• Title not available (Why is that?)
• 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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