Optimal Markov strategies
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Publication:777917
DOI10.1007/S10203-019-00235-0zbMATH Open1451.60043OpenAlexW2911700853MaRDI QIDQ777917FDOQ777917
Publication date: 8 July 2020
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-019-00235-0
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Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Cites Work
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- Discounted Dynamic Programming
- Negative Dynamic Programming
- Finitely additive dynamic programming
- Gambling Problems with a Limit Inferior Payoff
- On the Existence of Good Markov Strategies
- On the Existence of Stationary Optimal Strategies
- The existence of good Markov strategies for decision processes with general payoffs
- Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games
- On stationary policies - the general case
- Measurable Gambling Houses
Cited In (17)
- Pure Stationary Optimal Strategies in Markov Decision Processes
- Title not available (Why is that?)
- Strategy Complexity of Point Payoff, Mean Payoff and Total Payoff Objectives in Countable MDPs
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal strategies in a game of economic survival
- Title not available (Why is that?)
- A special issue on the mathematics of subjective probability
- Some gambling strategies: an evaluation
- Utility Functions Which Ensure the Adequacy of Stationary Strategies
- Explicit Optimal Strategy for the Vardi Casino with Limited Playing Time
- The existence of good Markov strategies for decision processes with general payoffs
- On maximizing the average time at a goal
- A note on the characterization of optimal return functions and optimal strategies for gambling problems
- Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes
- Refined activation strategy for the marking game
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