Convergence of Markov decision processes with constraints and state-action dependent discount factors

DOI10.1007/s11425-017-9292-1zbMath1433.90185OpenAlexW2915384137MaRDI QIDQ2301208

Xiao Wu, Xianping Guo

Publication date: 28 February 2020

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-017-9292-1

zbMATH Keywords

convergenceunbounded costsdiscrete-time Markov decision processesstate-action dependent discount factors

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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Cites Work

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