Markov decision processes with exponentially representable discounting

DOI10.1016/j.orl.2008.10.005zbMath1154.90610OpenAlexW2065305319WikidataQ59313607 ScholiaQ59313607MaRDI QIDQ1002088

Yair Carmon, Adam Shwartz

Publication date: 23 February 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2008.10.005

zbMATH Keywords

Markov decision processeshyperbolic discountingdiscounted costgeneral discounting functionmixed discounting

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (9)

Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach ⋮ Exact decomposition approaches for Markov decision processes: a survey ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ Markov decision processes with state-dependent discount factors and unbounded rewards/costs ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ Continuous-time Markov decision processes with state-dependent discount factors ⋮ A mean field absorbing control model for interacting objects systems ⋮ Partially observable Markov decision processes with partially observable random discount factors

Cites Work

• Markov Decision Models with Weighted Discounted Criteria
• Golden Eggs and Hyperbolic Discounting
• Unnamed Item

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