On the Existence of Good Markov Strategies

DOI10.2307/1998779zbMath0399.60046OpenAlexW4234770878MaRDI QIDQ4184002

Theodore P. Hill

Publication date: 1979

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

zbMATH Keywords

StrategyOptimizationMarkov ChainStochastic ProcessDynamic ProgrammingControl TheoryDecision TheoryGambling TheoryMarkov StrategyStationary Strategy

Mathematics Subject Classification ID

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

Related Items

The existence of good Markov strategies for decision processes with general payoffs, Non-randomized strategies in stochastic decision processes, On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion, Quantitative model-checking of controlled discrete-time Markov processes, Unnamed Item, Finite-stage reward functions having the Markov adequacy property, Utility Functions Which Ensure the Adequacy of Stationary Strategies, Optimal Markov strategies, On maximizing the average time at a goal, Finite state Markov decision models with average reward criteria

Cites Work

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