On the solvability of Bellman's functional equation for a Markovian decision process

DOI10.1016/0022-247X(73)90155-8zbMath0263.90041MaRDI QIDQ2561541

I. V. Romanovskii

Publication date: 1973

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (6)

Variational characterizations in Markov decision processes ⋮ On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate ⋮ A Brouwer fixed-point mapping approach to communicating Markov decision processes ⋮ On the solvability of Bellman's functional equations for Markov renewal programming ⋮ Chess-like games may have no uniform Nash equilibria even in mixed strategies ⋮ Spectral theorem for convex monotone homogeneous maps, and ergodic control

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Functional equations in the theory of dynamic programming. XI: Limit theorems
• Stable sequential control rules and Markov chains
• Linear programming considerations on Markovian decision processes with no discounting
• Finite state Markovian decision processes
• Linear Programming and Sequential Decisions
• On Sequential Decisions and Markov Chains
• Discrete Dynamic Programming
• CONVEXITY OF VALUES OF VECTOR INTEGRALS, THEOREMS ON MEASURABLE CHOICE AND VARIATIONAL PROBLEMS
• A Linear Programming Problem Connected with Optimal Stationary Control in a Dynamic Decision Problem
• Stochastic Games

This page was built for publication: On the solvability of Bellman's functional equation for a Markovian decision process