An Optimality Condition for Discrete Dynamic Programming with no Discounting
From MaRDI portal
Publication:5554057
DOI10.1214/aoms/1177698247zbMath0167.18402OpenAlexW2077957803MaRDI QIDQ5554057
Eric V. Denardo, Bruce L. Miller
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698247
Related Items (15)
Index-based policies for discounted multi-armed bandits on parallel machines. ⋮ Blackwell optimal policies in a Markov decision process with a Borel state space ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ On optimality criteria for dynamic programs with long finite horizons ⋮ An axiomatic approach to Markov decision processes ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Planning for the long run: programming with patient, Pareto responsive preferences ⋮ An optimality principle for Markovian decision processes ⋮ Unnamed Item ⋮ On a set of optimal policies in continuous time Markovian decision problem ⋮ A new optimality criterion for discrete dynamic programming ⋮ Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality ⋮ Maximum-Stopping-Value Policies in Finite Markov Population Decision Chains ⋮ Adaptive Policies in Markov Decision Processes with Uncertain Transition Matrices ⋮ Unnamed Item
This page was built for publication: An Optimality Condition for Discrete Dynamic Programming with no Discounting