scientific article; zbMATH DE number 1500200

MaRDI QIDQ4501351zbMATHFDO

Authors Xianping Guo, Jianyong Liu, Ke Liu

Publication date 4 September 2000

zbMATH Keywords

rolling horizon algorithmnonhomogeneous Markov decision processesaverage criterionoptimal equation\(\varepsilon(\geq 0)\)-optimal policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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(6)

• Limiting average criteria for nonstationary Markov decision processes
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Notes on average Markov decision processes with a minimum-variance criterion
• Nonhomogeneous Markov decision processes with Borel state space -- the average criterion with nonuniformly bounded rewards.
• A Rollout Algorithm for Multichain Markov Decision Processes with Average Cost
• Average optimality in nonhomogeneous infinite horizon Markov decision processes

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