Blackwell Optimality in Borelian Continuous-in-Action Markov Decision Processes

DOI10.1137/S0363012995292469zbMATH Open0892.93059MaRDI QIDQ4377422FDOQ4377422

Authors: Alexander A. Yushkevich 

Publication date: 9 February 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

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zbMATH Keywords

existence of optimal policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cited In (11)

• ``Super-overtaking optimal policies for Markov control processes
• Blackwell optimal policies in a Markov decision process with a Borel state space
• Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
• Title not available (Why is that?)
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
• An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
• Title not available (Why is that?)
• Blackwell optimality in Markov decision processes with partial observation.
• Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
• Deviation Matrix, Laurent Series and Blackwell Optimality in Countable State Markov Decision Processes

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