scientific article; zbMATH DE number 949662
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Publication:4716338
zbMATH Open0860.90128MaRDI QIDQ4716338FDOQ4716338
Authors: Alexander A. Yushkevich
Publication date: 26 November 1996
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- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
Cited In (10)
- Asymptotic behavior of the value functions of discrete-time discounted optimal control
- On the relation between discounted and average optimal value functions
- Some characterizations of (strongly) subadditive discounting functions
- On the folk theorem with one-dimensional payoffs and different discount factors
- On the rate of convergence of infinite horizon discounted optimal value functions
- Strong 0-discount optimal policies in a Markov decision process with a Borel state space
- How fast do equilibrium payoff sets converge in repeated games?
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
- Sample-path optimality and variance-maximization for Markov decision processes
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
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