A Brouwer fixed-point mapping approach to communicating Markov decision processes

DOI10.1016/0022-247X(87)90297-6zbMath0663.90096OpenAlexW2060219734MaRDI QIDQ1115361

Paul J. Schweitzer

Publication date: 1987

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(87)90297-6

zbMATH Keywords

solvabilityfunctional equationsfinite state spaceBrouwer fixed-point mapping theoremcommunicating Markov decision processesfinite or compact action spacessemi-Markovian decision processesundiscounted stationary infinite horizon

Mathematics Subject Classification ID

Fixed-point and coincidence theorems (topological aspects) (54H25) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Policy iteration type algorithms for recurrent state Markov decision processes ⋮ A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases

Cites Work

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• Optimal decision procedures for finite Markov chains. Part II: Communicating systems
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Perturbation Theory and Undiscounted Markov Renewal Programming
• Multichain Markov Renewal Programs

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