On maximizing the average time at a goal

DOI10.1016/0304-4149(84)90010-3zbMATH Open0537.90095OpenAlexW2030488046MaRDI QIDQ792886FDOQ792886

Authors: Stephen Demko, Theodore P. Hill 

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.calpoly.edu/rgp_rsr/55

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zbMATH Keywords

infinite horizongamblingstationary strategyarbitrary decision setsaverage time spent at a goaldiscrete time decision processesfinite state spacegeneral average reward

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Discounted Dynamic Programming
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• Optimal decision procedures for finite markov chains. Part I: Examples
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• On the Existence of Good Markov Strategies
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• Decision processes with total-cost criteria
• A Controlled Finite Markov Chain with an Arbitrary Set of Decisions
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• Persistently ϵ-Optimal Strategies
• On Measurable Gambling Problems

Cited In (11)

• A Weighted Markov Decision Process
• On the chance to visit a goal set infinitely often
• An expected average reward criterion
• Finite state Markov decision models with average reward criteria
• Title not available (Why is that?)
• On Playing Golf with Two Balls
• Title not available (Why is that?)
• Separable value functions for infinite horizon average reward Markov decision processes
• The existence of good Markov strategies for decision processes with general payoffs
• Title not available (Why is that?)
• Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes

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