Fixed point theorems for discounted finite Markov decision processes

DOI10.1016/S0022-247X(86)80021-XzbMath0599.90125MaRDI QIDQ1080782

Ulrich D. Holzbaur

Publication date: 1986

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

zbMATH Keywords

fixed point theoremoptimal value functionexistence of a solutionoptimality equationdiscounted Markov decision processesfinite sets of states and actionslattice-theoretical approachmonotone mapping on a complete lattice

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

Related Items

Turnpike theorems for Markov games, Fixed points for extrema of contractions, A concept of fuzzy transition probabilities

Cites Work

• Brouwer's fixed point theorem and finite state space Markovian decision theory
• A lattice-theoretical fixpoint theorem and its applications
• Linear Programming and Sequential Decisions
• The Approximation of Fixed Points of a Continuous Mapping
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Turnpike Planning Horizons for a Markovian Decision Model
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