Solving infinite horizon discounted Markov decision process problems for a range of discount factors

DOI10.1016/0022-247X(89)90179-0zbMATH Open0692.90101MaRDI QIDQ584085FDOQ584085

Authors: D. J. White 

Publication date: 1989

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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zbMATH Keywords

infinite horizon discounted rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Title not available (Why is that?)
• Some Bounds for Discounted Sequential Decision Processes
• Infinite horizon Markov decision processes with unknown or variable discount factors
• Reward Revision for Discounted Markov Decision Problems
• Title not available (Why is that?)
• Title not available (Why is that?)
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• The Determination of Approximately Optimal Policies in Markov Decision Processes by the Use of Bounds
• Optimum Policy Regions for Markov Processes with Discounting

Cited In (12)

• Solving an infinite-horizon discounted Markov decision process by DC programming and DCA
• Discount-isotone policies for Markov decision processes
• The structure of optimal trajectories of a discrete deterministic system with discounting
• Solving H-horizon, stationary Markov decision problems in time proportional to log (H)
• Title not available (Why is that?)
• Markov decision processes with exponentially representable discounting
• Infinite horizon Markov decision processes with unknown or variable discount factors
• The target discounted-sum problem
• Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
• The critical discount factor for finite Markovian decision processes with an absorbing set
• Title not available (Why is that?)
• Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation

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