Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion

DOI10.4064/AM28-1-7zbMATH Open1039.93067OpenAlexW2033311702MaRDI QIDQ4548935FDOQ4548935

Authors: Rolando Cavazos-Cadena, Raúl Montes-de-Oca 

Publication date: 27 August 2002

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am28-1-7

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zbMATH Keywords

structural stabilityMarkov decision processesutility functionstationary policyinvariant distributionergodic classrisk-sensitive optimality

Mathematics Subject Classification ID

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

Cited In (5)

• Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
• Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards. An alternative approach
• Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
• Optimality of an $(s, S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-variational Inequalities Approach
• Title not available (Why is that?)

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