Markov decision processes and strongly excessive functions

DOI10.1016/0304-4149(78)90067-4zbMath0386.90062OpenAlexW2168092340MaRDI QIDQ1250164

K. Appert

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90067-4

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Related Items (5)

Estimation and control in discounted stochastic dynamic programming ⋮ Stochastic games with metric state space ⋮ On theory and algorithms for Markov decision problems with the total reward criterion ⋮ Action-dependent stopping times and Markov decision process with unbounded rewards ⋮ R-theory for countable reducible nonnegative matrices

Cites Work

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• Markov programming by successive approximations with respect to weighted supremum norms
• Markov Strategies in Dynamic Programming
• On Dynamic Programming with Unbounded Rewards
• A Note on Contraction
• Discounted Dynamic Programming
• Contraction Mappings in the Theory Underlying Dynamic Programming
• On the Existence of Stationary Optimal Strategies
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
• Semi-Markov Decision Processes with Unbounded Rewards

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