Percentiles and Markovian decision processes

DOI10.1016/0167-6377(83)90057-3zbMath0516.90076OpenAlexW1980775218MaRDI QIDQ1052933

Jerzy A. Filar

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0167-6377(83)90057-3

zbMATH Keywords

Markovian decision processcomputation of optimal policiesordinal rewardspercentile policies

Mathematics Subject Classification ID

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

Related Items (3)

Target-level criterion in Markov decision processes ⋮ Optimization models for the first arrival target distribution function in discrete time ⋮ Mean, variance and probabilistic criteria in finite Markov decision processes: A review

Cites Work

• Unnamed Item
• Proper efficiency with respect to cones
• Finite state Markovian decision processes
• Linear Programming and Markov Decision Chains
• Preference Order Dynamic Programming
• Ordinal Dynamic Programming

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