An optimality principle for Markovian decision processes

DOI10.1016/0022-247X(76)90243-2zbMath0332.90045MaRDI QIDQ1228554

Paul J. Schweitzer, Bezalel Gavish

Publication date: 1976

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items

On the existence of relative values for undiscounted multichain Markov decision processes, A Fixed Point Approach to Undiscounted Markov Renewal Programs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Averaging vs. discounting in dynamic programming: a counterexample
• On the set of optimal policies in discrete dynamic programming
• Discrete Dynamic Programming
• Computing Optimal (s, S) Inventory Policies
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• An Optimality Condition for Discrete Dynamic Programming with no Discounting
• Discrete Dynamic Programming with a Small Interest Rate
• Letter to the Editor—Criterion Equivalence in Discrete Dynamic Programming
• Computing a Bias-Optimal Policy in a Discrete-Time Markov Decision Problem
• Markov Renewal Programs with Small Interest Rates