Denumerable state nonhomogeneous Markov decision processes

DOI10.1016/0022-247X(90)90265-HzbMATH Open0728.90087MaRDI QIDQ805501FDOQ805501

Authors: James C. Bean, Robert L. Smith, Jean B. Lasserre 

Publication date: 1990

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

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zbMATH Keywords

algorithmic optimalityalgorithmically optimal strategiesdenumerable number of statesfinite set of actionsinfinite horizon strategiesinfinite number of decision stagessolution horizon extensions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Turnpike Planning Horizons for a Markovian Decision Model
• Conditions for the Existence of Planning Horizons
• Title not available (Why is that?)
• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• Non-Discounted Denumerable Markovian Decision Models
• An on-line procedure in discounted infinite-horizon stochastic optimal control
• A forecast horizon and a stopping rule for general Markov decision processes
• Contraction mappings underlying undiscounted Markov decision problems
• Title not available (Why is that?)
• Technical Note—Identifying Forecast Horizons in Nonhomogeneous Markov Decision Processes

Cited In (10)

• Non-homogeneous Markov decision processes with a constraint
• Title not available (Why is that?)
• The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies
• Discrete-time nonstationary average stochastic games
• The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• Multiplicative Markov Decision Chains
• Zero-sum non-stationary stochastic games with the long-run average criterion
• Title not available (Why is that?)
• Nonstationary denumerable state Markov decision processes -- with average variance criterion

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