Existence of a solution to the Markov renewal programming problem

DOI10.1016/0022-247X(88)90188-6zbMath0653.90089OpenAlexW2053076377MaRDI QIDQ1108206

L. Fulkerson, Atsu S. S. Dorvlo

Publication date: 1988

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(88)90188-6

zbMATH Keywords

infinite horizonfixed pointcontraction mappingfinite state spacecompact action spacecontinuous action spaceMarkov renewal programming

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Brouwer's fixed point theorem and finite state space Markovian decision theory
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