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

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)

Recommendations

• Optimal Markov strategies
• The existence of good Markov strategies for decision processes with general payoffs
• scientific article; zbMATH DE number 6932166
• scientific article; zbMATH DE number 3936962
• Continuous time Markov decision programming with average reward criterion and unbounded reward rate

Cites Work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 3664132 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• scientific article; zbMATH DE number 3560402 (Why is no real title available?)
• scientific article; zbMATH DE number 3603906 (Why is no real title available?)
• scientific article; zbMATH DE number 3445938 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• A Controlled Finite Markov Chain with an Arbitrary Set of Decisions
• Decision processes with total-cost criteria
• Discounted Dynamic Programming
• Finite state Markovian decision processes
• On Measurable Gambling Problems
• On dynamic programming: Compactness of the space of policies
• On sequential decisions and Markov chains
• On the Existence of Good Markov Strategies
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• Optimal decision procedures for finite markov chains. Part I: Examples
• Persistently ϵ-Optimal Strategies

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 no real title available?)
• On Playing Golf with Two Balls
• Title not available (Why is no real title available?)
• 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 no real title available?)
• Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes

This page was built for publication: On maximizing the average time at a goal

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q792886)