scientific article; zbMATH DE number 1786117

MaRDI QIDQ4547437zbMATHFDO

Authors Linn I. Sennott

Publication date 21 August 2002

zbMATH Keywords

average reward optimalitymathematical complexity

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Markov and semi-Markov decision processes (90C40)

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Cited in

(7)

• Average optimality for Markov decision processes in borel spaces: a new condition and approach
• A Weighted Markov Decision Process
• The Optimal Reward Operator in Negative Dynamic Programming
• A semimartingale characterization of average optimal stationary policies for Markov decision processes
• Another set of conditions for Markov decision processes with average sample-path costs
• Another set of verifiable conditions for average Markov decision processes with Borel spaces.
• Sample-path optimality and variance-maximization for Markov decision processes

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