Blackwell optimality in the class of stationary policies in Markov decision chains with a Borel state space and unbounded rewards

DOI10.1007/s001860300319zbMath0946.90103OpenAlexW2040247873MaRDI QIDQ1299918

Alexander A. Yushkevich, Arie Hordijk

Publication date: 22 November 1999

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860300319

zbMATH Keywords

Markov decision processes Blackwell optimality

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (6)

Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes ⋮ Mean field Markov decision processes ⋮ Sample-path optimality and variance-maximization for Markov decision processes ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Average optimality for Markov decision processes in borel spaces: a new condition and approach

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