On the chance to visit a goal set infinitely often

DOI10.1080/02331939008843583MaRDI QIDQ5202041zbMATH OpenOpenAlexFDO

Authors Manfred Schäl

Publication date 1990

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939008843583

zbMATH Keywords

gamblingfinite state spacecompact action spacegoal setexistence of a stationary policy

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

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Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3216771 (Why is no real title available?)
• A "Fatou Equation" for Randomly Stopped Variables
• A Finite Controlled Markov Chain with Small Termination Probability
• A Gambling Theorem and Optimal Stopping Theory
• An expected average reward criterion
• Continuity of mean recurrence times in denumerable semi-Markov processes
• Countably additive gambling and optimal stopping
• Discounted Dynamic Programming
• Discrete Dynamic Programming
• Finite state Markovian decision processes
• On maximizing the average time at a goal
• Perturbation theory and finite Markov chains

Cited in

(3)

• Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
• A finite goal set in the plane which is not a winner
• Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces

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