Arbitrary State Markovian Decision Processes

From MaRDI portal
Publication:5569998

DOI10.1214/aoms/1177698041zbMath0179.24704OpenAlexW2095267417MaRDI QIDQ5569998

Sheldon M. Ross

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/1177698041




Related Items (32)

Conditions for the discovery of solution horizonsA note on the Ross-Taylor theoremRecurrence conditions for Markov decision processes with Borel state space: A surveyOn the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processesA forecast horizon and a stopping rule for general Markov decision processesAverage Cost Markov Decision Processes with Weakly Continuous Transition ProbabilitiesThe Bellman's principle of optimality in the discounted dynamic programmingThe optimality of (s,S) inventory policies in the infinite period model*Unnamed ItemReduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdpsInvariant problems in dynamic programming - average reward criterionA theory of scar unemploymentOn optimal replacement policyAverage Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable PoliciesStrong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problemsAverage cost Markov decision processes under the hypothesis of DoeblinWhat do discounted optima converge to!: A theory of discount rate asymptotics in economic modelsA note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costsOPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONSContinuous time control of Markov processes on an arbitrary state space: average return criterionDuality theorem in Markovian decision problemsSolving stochastic dynamic programming problems by linear programming — An annotated bibliographyOn the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterionRemarks on the existence of solutions to the average cost optimality equation in Markov decision processesOn the optimal long run control of Markov renewal processesOn the optimal control of a class of continuous time non-Markov decision processesAverage optimality for Markov decision processes in borel spaces: a new condition and approachOptimal control of stationary Markov processesOn the reduction of total‐cost and average‐cost MDPs to discounted MDPsOPTIMAL ADMISSION CONTROL IN QUEUES WITH WORKLOAD-DEPENDENT SERVICE RATESDecentralized evolutionary mechanisms for intertemporal economies: A possibility resultUndiscounted approximations of discounted regenerative models




This page was built for publication: Arbitrary State Markovian Decision Processes