Infinite horizon Markov decision processes with unknown or variable discount factors

DOI10.1016/0377-2217(87)90174-3zbMath0616.90095OpenAlexW1970641913MaRDI QIDQ1821705

Douglas J. White

Publication date: 1987

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(87)90174-3

zbMATH Keywords

stochastic discount factorsdiscounted Markov decision processesBounds for loss of optimality

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Markov decision processes ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Solving infinite horizon discounted Markov decision process problems for a range of discount factors

Cites Work

• Optimum Policy Regions for Markov Processes with Discounting
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