A Fixed Point Approach to Undiscounted Markov Renewal Programs

DOI10.1137/0605052zbMath0558.90099OpenAlexW1972881543MaRDI QIDQ3347663

Awi Federgruen, Paul J. Schweitzer

Publication date: 1984

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0605052

zbMATH Keywords

Brouwer's fixed point theoremexistence of a solutionoptimality equationsMarkov renewal programmingcommunicating systemvalue iteration operator

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

A Brouwer fixed-point mapping approach to communicating Markov decision processes ⋮ A value-iteration scheme for undiscounted multichain Markov renewal programs ⋮ A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases ⋮ On the existence of relative values for undiscounted multichain Markov decision processes

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