Characterization of Optimal Policies in Vector-Valued Markovian Decision Processes

DOI10.1287/moor.5.2.271zbMath0445.90092OpenAlexW2038156110MaRDI QIDQ3890446

Nagata Furukawa

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.5.2.271

zbMATH Keywords

fixed pointstransition probabilityinfinite horizon Markovian decision processescountable state spaceadditive utilitiescompact metric action spacealgorithm improving policiescharacterization of optimal policiescontinuity of reward vectorvector-valued Markovian decision processes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Fixed-point and coincidence theorems (topological aspects) (54H25) Markov and semi-Markov decision processes (90C40)

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