Are limits of \(\alpha\)-discounted optimal policies Blackwell optimal? A counterexample

DOI10.1016/0167-6911(89)90018-2zbMath0679.90090OpenAlexW2093736855WikidataQ125001370 ScholiaQ125001370MaRDI QIDQ1823168

Arie Hordijk, Flora M. Spieksma

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90018-2

zbMATH Keywords

Blackwell optimalitycompact action setsfinite state spacefinite action setsaverage optimality\(\alpha\)- discounted optimal policieslimiting policiesMarkov Decision Chainsn-discount optimalitynon-Blackwell limiting policyunichain MDC

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Strong 1-optimal stationary policies in denumerable Markov decision processes
• Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards
• Discrete Dynamic Programming
• Discrete Dynamic Programming with a Small Interest Rate
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria

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