Overtaking and Almost-Sure Optimality for Infinite Horizon Markov Decision Processes

DOI10.1287/MOOR.21.1.158MaRDI QIDQ4880882zbMATH OpenOpenAlexFDO

Authors Arie Leizarowitz

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

zbMATH Keywords

infinite horizon discrete-time Markov decision processesovertaking optimal strategiesovertaking optimality criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(12)

• Uniformly overtaking and weakly overtaking optimal solutions in infinite horizon optimal control: When optimal solutions are agreeable
• A counterexample on overtaking optimality
• ``Super-overtaking optimal policies for Markov control processes
• Optimal choice for finite and infinite horizons
• Reachability and safety objectives in Markov decision processes on long but finite horizons
• Sporadic overtaking optimality in Markov decision problems
• A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
• Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
• Infinite Horizon Optimization for Finite State Markov Chain
• Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
• On the optimality equation for average cost Markov control processes with Feller transition probabilities
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

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