Accretive Operators and Markov Decision Processes

DOI10.1287/MOOR.5.3.444zbMath0442.90103OpenAlexW2055381007MaRDI QIDQ3885558

Stanley R. Pliska

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1287/moor.5.3.444

zbMATH Keywords

diffusionMarkov decision processaccretive operatorsfinite planning horizonnonlinear semigroupstorage processescontinuous parametermaximum expected rewardBellman semigroupcontrolled jump

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Monotone operators and generalizations (47H05) Equations involving nonlinear operators (general) (47J05) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Markov and semi-Markov decision processes (90C40)

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