An expected average reward criterion

DOI10.1016/0304-4149(87)90055-XzbMath0663.90095MaRDI QIDQ1115360

K.-J. Bierth

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

finite state spaceexpected average rewarddeterministic stationary policystrong \(\epsilon \) -optimal decision

Mathematics Subject Classification ID

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

Related Items (6)

Submixing and shift-invariant stochastic games ⋮ STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^* ⋮ On the chance to visit a goal set infinitely often ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting ⋮ Finite state Markov decision models with average reward criteria

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• On Controlled Finite State Markov Processes with Compact Control Sets
• Estimation and control in Markov chains
• An Example in Denumerable Decision Processes
• Optimal decision procedures for finite markov chains. Part I: Examples

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