Overtaking and Almost-Sure Optimality for Infinite Horizon Markov Decision Processes
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Publication:4880882
DOI10.1287/moor.21.1.158zbMath0856.90122OpenAlexW2115332673MaRDI QIDQ4880882
Publication date: 23 June 1996
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.21.1.158
overtaking optimality criterioninfinite horizon discrete-time Markov decision processesovertaking optimal strategies
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Related Items (5)
On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Sporadic overtaking optimality in Markov decision problems ⋮ Reachability and safety objectives in Markov decision processes on long but finite horizons ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
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