Deviation Matrix, Laurent Series and Blackwell Optimality in Countable State Markov Decision Processes

DOI10.1080/02331930211989zbMATH Open1032.90063OpenAlexW2063409573MaRDI QIDQ4547604FDOQ4547604

Authors: Yoshinobu Kadota 

Publication date: 21 August 2002

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930211989

Recommendations

• Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
• The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
• Blackwell optimal policies in a Markov decision process with a Borel state space
• An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory
• Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
• Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
• Blackwell Optimality in Borelian Continuous-in-Action Markov Decision Processes

Mathematics Subject Classification ID

Dynamic programming (90C39) Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)

Cited In (3)

• An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory
• Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains
• The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains

This page was built for publication: Deviation Matrix, Laurent Series and Blackwell Optimality in Countable State Markov Decision Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4547604)