Connectedness conditions used in finite state Markov decision processes

DOI10.1016/0022-247X(79)90135-5MaRDI QIDQ599002zbMATH OpenFDO

Authors Lyn C. Thomas

Publication date 1979

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

zbMATH Keywords

transition matricesconvergence analysisaverage cost criterionconnectedness conditionsexistence of optimal policiesfinite action spacefinite state Markov decision processes

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3445938 (Why is no real title available?)
• A Note on Memoryless Rules for Controlling Sequential Control Processes
• A Solution to a Countable System of Equations Arising in Markovian Decision Processes
• Denumerable State Markovian Decision Processes-Average Cost Criterion
• Dynamic programming, Markov chains, and the method of successive approximations
• Exponential convergence of products of stochastic matrices
• On the Iterative Method of Dynamic Programming on a Finite Space Discrete Time Markov Process
• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Products of Indecomposable, Aperiodic, Stochastic Matrices
• Technical Note—Improved Conditions for Convergence in Undiscounted Markov Renewal Programming
• The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems

Cited in

(1)

• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs

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