On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate

DOI10.1016/0022-247X(84)90031-3zbMath0598.90091OpenAlexW2047353100MaRDI QIDQ1080370

Paul J. Schweitzer

Publication date: 1984

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(84)90031-3

zbMATH Keywords

maximum gain rate vectorundiscounted semi-Markovian decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Solving Markovian decision processes by successive elimination of variables ⋮ A Brouwer fixed-point mapping approach to communicating Markov decision processes ⋮ Optimal dynamic routing in flexible manufacturing systems with limited buffers

Cites Work

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• On the solvability of Bellman's functional equations for Markov renewal programming
• On the solvability of Bellman's functional equation for a Markovian decision process
• The Functional Equations of Undiscounted Markov Renewal Programming
• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• Perturbation Theory and Undiscounted Markov Renewal Programming
• Multichain Markov Renewal Programs
• Boundary Theory for Recurrent Markov Chains

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