A new strong optimality criterion for nonstationary Markov decision processes

DOI10.1007/s001860000076zbMath1032.90060OpenAlexW2070166549MaRDI QIDQ1397692

Peng Shi, Xianping Guo, Wei-Ping Zhu

Publication date: 7 August 2003

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

Full work available at URL: https://doi.org/10.1007/s001860000076

zbMATH Keywords

optimality equationsnonstationary Markov decision processesstrong average-canonical optimal policies

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Markov and semi-Markov decision processes (90C40)

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