The critical discount factor for finite Markovian decision processes with an absorbing set

DOI10.1007/s001860200252zbMath1023.90077OpenAlexW2008839174MaRDI QIDQ1395138

Karl Hinderer, Karl-Heinz Waldmann

Publication date: 26 June 2003

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

Full work available at URL: https://doi.org/10.1007/s001860200252

zbMATH Keywords

stochastic monotonicityexpected total reward criterionstochastic shortest path problemspectral radius of transition matricessublinear Perron/Frobenius theoremtransient Markovian decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

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Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Integrating stochastic reasoning into Event-B development ⋮ Convergence of value functions for finite horizon Markov decision processes with constraints ⋮ An analysis of transient Markov decision processes ⋮ On the reduction of total‐cost and average‐cost MDPs to discounted MDPs

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