Non-Discounted Denumerable Markovian Decision Models

Cited In (21)

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Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
On optimality criteria for dynamic programs with long finite horizons
Strong 0-discount optimal policies in a Markov decision process with a Borel state space
Discounted and average Markov decision processes with unbounded rewards: New conditions
Continuous time control of Markov processes on an arbitrary state space: average return criterion
On the reduction of total-cost and average-cost MDPs to discounted mdps
A survey of maintenance models: The control and surveillance of deteriorating systems
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps
A finite step algorithm via a bimatrix game to a single controller non- zero sum stochastic game
Average cost Markov decision processes with weakly continuous transition probabilities
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems
Denumerable semi-Markov decision chains with small interest rates
An application of Markov potential theory to Markovian decision processes
Undiscounted approximations of discounted regenerative models
Denumerable state nonhomogeneous Markov decision processes
Optimal control of stationary Markov processes
A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs

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