On theory and algorithms for Markov decision problems with the total reward criterion
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Publication:1144500
DOI10.1007/BF01719273zbMath0443.90108OpenAlexW2002346494MaRDI QIDQ1144500
Jaap Wessels, J. A. E. E. Van Nunen
Publication date: 1979
Published in: OR Spektrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01719273
surveyalgorithmsconvergence resultsexistence resultsMarkov decision problemstheorytotal reward criterionsuccessive approximation methodsunbounded rewardsaction depending stopping times
Numerical mathematical programming methods (65K05) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Finite state dynamic programming with the total reward criterion, Action-dependent stopping times and Markov decision process with unbounded rewards
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