Multichain Markov Renewal Programs

DOI10.1137/0116038zbMath0201.19303OpenAlexW1985436841MaRDI QIDQ5598761

Bennett L. Fox, Eric V. Denardo

Publication date: 1968

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0116038

Related Items (47)

Variational characterizations in Markov decision processes ⋮ Continuous time markov decision processes with interventions ⋮ On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate ⋮ LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ Computational aspects in applied stochastic control ⋮ Optimality equations and sensitive optimality in bounded Markov decision processes¹ ⋮ Solving Markovian decision processes by successive elimination of variables ⋮ Communicating MDPs: Equivalence and LP properties ⋮ Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach ⋮ A Brouwer fixed-point mapping approach to communicating Markov decision processes ⋮ Some basic concepts of numerical treatment of Markov decision models ⋮ Constrained Semi-Markov decision processes with average rewards ⋮ On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs ⋮ Generalized Markovian decision processes ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ Linear programming formulation of MDPs in countable state space: The multichain case ⋮ Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information ⋮ Derman's book as inspiration: some results on LP for MDPs ⋮ Computing semi-stationary optimal policies for multichain semi-Markov decision processes ⋮ A value-iteration scheme for undiscounted multichain Markov renewal programs ⋮ Nonstationary Markov decision problems with converging parameters ⋮ Linear programming and undiscounted stochastic games in which one player controls transitions ⋮ Markov decision processes in service facilities holding perishable inventory ⋮ A value iteration method for undiscounted multichain Markov decision processes ⋮ Fictitious play applied to sequences of games and discounted stochastic games ⋮ Simultaneous determination of production and maintenance schedules using in‐line equipment condition and yield information ⋮ Policy iteration for continuous-time average reward Markov decision processes in Polish spaces ⋮ Multigrid methods for two‐player zero‐sum stochastic games ⋮ On the existence of relative values for undiscounted multichain Markov decision processes ⋮ SEMI-MARKOV DECISION PROCESSES ⋮ A Fixed Point Approach to Undiscounted Markov Renewal Programs ⋮ Semi-Markov processes and their applications ⋮ Solving stochastic dynamic programming problems by linear programming — An annotated bibliography ⋮ A policy iteration algorithm for zero-sum stochastic games with mean payoff ⋮ Foolproof convergence in multichain policy iteration ⋮ Contraction mappings underlying undiscounted Markov decision problems ⋮ Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ On the functional equations in undiscounted and sensitive discounted stochastic games ⋮ Finite state continuous time Markov decision processes with an infinite planning horizon ⋮ Iterative solution of the functional equations of undiscounted Markov renewal programming ⋮ On zero-sum two-person undiscounted semi-Markov games with a multichain structure ⋮ A further anticycling rule in multichain policy iteration for undiscounted Markov renewal programs ⋮ Computation of optimal policies in discounted semi-Markov decision chains ⋮ MARKOV DECISION PROCESSES ⋮ Generalized polynomial approximations in Markovian decision processes ⋮ On stationary equilibria of a single-controller stochastic game ⋮ Piecewise Affine Dynamical Models of Petri Nets – Application to Emergency Call Centers*

This page was built for publication: Multichain Markov Renewal Programs