The Functional Equations of Undiscounted Markov Renewal Programming

DOI10.1287/MOOR.3.4.308MaRDI QIDQ4170547zbMATH OpenOpenAlexFDO

Authors Awi Federgruen, Paul J. Schweitzer

Publication date 1978

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

Full work available at URL https://semanticscholar.org/paper/8e67aa761150efc310a01c8ae508cbb1373669ce

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Minimax problems in mathematical programming (90C47)

Cited in

(23)

• Generalized polynomial approximations in Markovian decision processes
• The variational calculus and approximation in policy space for Markovian decision processes
• Variational characterizations in Markov decision processes
• On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
• Contraction mappings underlying undiscounted Markov decision problems. II
• Solving Markovian decision processes by successive elimination of variables
• A Brouwer fixed-point mapping approach to communicating Markov decision processes
• Structural properties of optimal tool replacement policy in a machining center
• Foolproof convergence in multichain policy iteration
• Contraction mappings underlying undiscounted Markov decision problems
• Spectral theorem for convex monotone homogeneous maps, and ergodic control
• Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach
• On the existence of relative values for undiscounted multichain Markov decision processes
• On undiscounted semi-Markov decision processes with absorbing states
• A value-iteration scheme for undiscounted multichain Markov renewal programs
• A Fixed Point Approach to Undiscounted Markov Renewal Programs
• Optimality equations and sensitive optimality in bounded Markov decision processes¹
• On the functional equations in undiscounted and sensitive discounted stochastic games
• A new algorithm for a multi-item periodic review inventory system
• Piecewise affine dynamical models of Petri nets -- application to emergency call centers
• On the solvability of Bellman's functional equations for Markov renewal programming
• Testing indexability and computing Whittle and Gittins index in subcubic time
• Asynchronous stochastic approximation with applications to average-reward reinforcement learning

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