Discounted and average Markov decision processes with unbounded rewards: New conditions

DOI10.1016/0022-247X(92)90379-RzbMath0777.90076OpenAlexW2043959499MaRDI QIDQ1206951

Qiying Hu

Publication date: 1 April 1993

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(92)90379-r

zbMATH Keywords

discrete timeaverage casecountable state spacediscounted case

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Analysis for some properties of discrete time Markov decision processes ⋮ Application of average dynamic programming to inventory systems

Cites Work

• Unnamed Item
• CTMDP and its relationship with DTMDP
• Non-Discounted Denumerable Markovian Decision Models
• Discrete Dynamic Programming with Unbounded Rewards

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