Pages that link to "Item:Q1103532"
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The following pages link to Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains (Q1103532):
Displaying 14 items.
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
- Strong 1-optimal stationary policies in denumerable Markov decision processes (Q1108940) (← links)
- A note on the convergence rate of the value iteration scheme in controlled Markov chains (Q1128695) (← links)
- Recent results on conditions for the existence of average optimal stationary policies (Q1174694) (← links)
- A counterexample on the optimality equation in Markov decision chains with the average cost criterion (Q1176601) (← links)
- Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (Q1194211) (← links)
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
- Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes (Q1814435) (← links)
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
- Recurrence conditions for Markov decision processes with Borel state space: A survey (Q2638961) (← links)
- On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes (Q2638968) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- (Q3827813) (← links)
- Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137) (← links)