Extreme-point solutions in Markov decision processes

DOI10.2307/3213594zbMATH Open0544.90098OpenAlexW2328704899MaRDI QIDQ3335550

David Assaf

Publication date: 1983

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213594

zbMATH Keywords

Markov decision problemsconvex integral functiondiscounted or average reward criteriaexistence of optimal extreme point solutionssufficient convexity conditions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (1)

Greatest fixed points of probabilistic min/max polynomial equations, and reachability for branching Markov decision processes

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