The Existence of a Stationary $\varepsilon $-Optimal Policy for a Finite Markov Chain

DOI10.1137/1123033zbMath0421.49017OpenAlexW2059648440MaRDI QIDQ3854229

Eugene A. Feinberg

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1137/1123033

zbMATH Keywords

optimal policyfinite Markov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

Policy iteration type algorithms for recurrent state Markov decision processes ⋮ The average cost of Markov chains subject to total variation distance uncertainty

This page was built for publication: The Existence of a Stationary $\varepsilon $-Optimal Policy for a Finite Markov Chain