On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion

DOI10.1007/BF02283608zbMath0717.90098OpenAlexW2087467059MaRDI QIDQ2638973

Isaac M. Sonin

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1007/bf02283608

zbMATH Keywords

Markov decision processesrandom sequencesnonhomogeneous Markov chainsMarkov strategiesDubins- Savage criterion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Related Items (2)

A zero-one law for Markov chains ⋮ Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

Cites Work

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• The existence of good Markov strategies for decision processes with general payoffs
• Backward limits
• Products of stochastic matrices and applications
• Finite non-homogeneous chains
• A theorem on separation of jets and some properties of random sequences
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Non-Randomized Markov and Semi-Markov Strategies in Dynamic Programming
• Finite non-homogeneous Markov chains: Asymptotic behaviour
• On the Existence of Good Markov Strategies

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