On theory and algorithms for Markov decision problems with the total reward criterion

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

zbMATH Keywords

surveyalgorithmsconvergence resultsexistence resultsMarkov decision problemstheorytotal reward criterionsuccessive approximation methodsunbounded rewardsaction depending stopping times

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Persistently optimal plans for nonstationary dynamic programming: The topology of weak convergence case
• Action-dependent stopping times and Markov decision process with unbounded rewards
• Markov programming by successive approximations with respect to weighted supremum norms
• Markov decision processes and strongly excessive functions
• A modified dynamic programming method for Markovian decision problems
• Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
• Successive approximations for Markov decision processes and Markov games with unbounded rewards
• Markov Strategies in Dynamic Programming
• On Dynamic Programming with Unbounded Rewards
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Bayesian dynamic programming
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• A set of successive approximation methods for discounted Markovian decision problems
• Note—A Note on Dynamic Programming with Unbounded Rewards
• Decision Problems with Expected Utility Critera, I: Upper and Lower Convergent Utility
• Discounted Dynamic Programming
• A Note on Memoryless Rules for Controlling Sequential Control Processes
• Negative Dynamic Programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• On the Existence of Stationary Optimal Strategies
• Technical Note—Undiscounted Markov Renewal Programming Via Modified Successive Approximations
• Solution of a Markovian decision problem by successive overrelaxation
• Discrete Dynamic Programming with Unbounded Rewards