Value iteration and rolling plans for Markov control processes with unbounded rewards

DOI10.1006/jmaa.1993.1242zbMath0781.90093OpenAlexW2027960972MaRDI QIDQ1260895

Onésimo Hernández-Lerma, Jean-Bernard Lasserre

Publication date: 5 September 1993

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

Full work available at URL: https://doi.org/10.1006/jmaa.1993.1242

zbMATH Keywords

discounted Markov decision processesconvergence of the value-iterationstrong ergodicity condition

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (8)

Value iteration in average cost Markov control processes on Borel spaces ⋮ Robustness inequality for Markov control processes with unbounded costs ⋮ A pause control approach to the value iteration scheme in average Markov decision processes ⋮ Average optimality for risk-sensitive control with general state space ⋮ An envelope theorem and some applications to discounted Markov decision processes ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Unnamed Item ⋮ Unnamed Item

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