Markov renewal decision processes with finite horizon

DOI10.1007/BF01720156zbMath0447.90087MaRDI QIDQ1146619

Helmut Schellhaas

Publication date: 1980

Published in: OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

convergencefinite horizonsuccessive approximationsuniqueness of solutionoptimality equationcountable state spacenumerical aspectsunbounded rewardsgeneral action spaceexistence of optimal stationary policiesMarkov renewal decision processesstate conditions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Semi-Markov information model for revenue management and dynamic pricing ⋮ A natural extension of the MacQueen extrapolation ⋮ On the single-leg airline revenue management problem in continuous time

Cites Work

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• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Preferred Rules in Continuous Time Markov Decision Processes
• Bounds and Transformations for Discounted Finite Markov Decision Chains
• On optimal policies and martingales in dynamic programming
• Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung
• Markov-Renewal Programming. I: Formulation, Finite Return Models

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