Sensitive Optimality Criteria in Countable State Dynamic Programming

DOI10.1287/MOOR.2.1.1MaRDI QIDQ4186116zbMATH OpenOpenAlexFDO

Authors Arie Hordijk, Karel Sladký

Publication date 1977

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.2.1.1

zbMATH Keywords

Arbitrary Decision SetsCountable State SpaceDiscrete Time Markovian Decision ProcessesExistence of Stationary N-Discount Optimal PoliciesLiapunov Function Type CriterionSensitive Optimality Criteria

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited in

(9)

• Denumerable semi-Markov decision chains with small interest rates
• Non zero-sum stochastic games in admission, service and routing control in queueing systems
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
• Zero-sum Markov games and worst-case optimal control of queueing systems
• Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• scientific article; zbMATH DE number 3743043 (Why is no real title available?)
• Blackwell optimal policies in a Markov decision process with a Borel state space
• Asymptotic properties of constrained Markov Decision Processes

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