A counterexample on overtaking optimality

DOI10.1007/s001860050059zbMath0937.90119OpenAlexW2020064799WikidataQ125015960 ScholiaQ125015960MaRDI QIDQ1304418

Andrzej S. Nowak, Óscar Vega-Amaya

Publication date: 22 September 1999

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

Full work available at URL: https://doi.org/10.1007/s001860050059

zbMATH Keywords

Markov decision chainsovertaking optimality criteria

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (8)

Overtaking optimality in a discrete-time advertising game ⋮ Sporadic overtaking optimality in Markov decision problems ⋮ Equilibrium in a dynamic game of capital accumulation with the overtaking criterion ⋮ Reachability and safety objectives in Markov decision processes on long but finite horizons ⋮ Bias and overtaking equilibria for zero-sum stochastic differential games ⋮ An axiomatic approach to Markov decision processes ⋮ Characterizations of overtaking optimality for controlled diffusion processes ⋮ Overtaking optimality for controlled Markov-modulated diffusions

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