Controlled Markov Processes with Arbitrary Numerical Criteria

DOI10.1137/1127058zbMath0515.90076OpenAlexW1973918939MaRDI QIDQ3663020

Eugene A. Feinberg

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127058

zbMATH Keywords

strategic measuresarbitrary real-valued criteriaBorel state spacesdiscrete-time infinite horizon non- homogeneous Markov decision modelmeasurable criterionnearly-optimal policiesnon-randomized Markov policyrandomized Markov policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (16)

Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes ⋮ The existence of good Markov strategies for decision processes with general payoffs ⋮ Non-randomized strategies in stochastic decision processes ⋮ Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ Finding Optimal Survey Policies via Adaptive Markov Decision Processes ⋮ Constrained Semi-Markov decision processes with average rewards ⋮ On risk-sensitive piecewise deterministic Markov decision processes ⋮ Continuous-Time Markov Decision Processes with Exponential Utility ⋮ Extreme Occupation Measures in Markov Decision Processes with an Absorbing State ⋮ Markov-achievable payoffs for finite-horizon decision models. ⋮ Unnamed Item ⋮ Quantitative model-checking of controlled discrete-time Markov processes ⋮ Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes ⋮ Finite-stage reward functions having the Markov adequacy property ⋮ Finite state Markov decision models with average reward criteria ⋮ Strategic measures in optimal control problems for stochastic sequences

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