New exactly solvable examples for controlled discrete-time Markov chains

DOI10.1007/BF01068323zbMath0749.90086OpenAlexW1966452785MaRDI QIDQ4007365

V. M. Khametov, Aleksey B. Piunovskiy

Publication date: 27 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01068323

zbMATH Keywords

optimality equationentropy criterionfinite-horizon Markov decision processoptimal Markov \(A\)-strategiesunbounded Bellman function

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Stochastic optimal control. The discrete time case
• Markov programming by successive approximations with respect to weighted supremum norms
• Markov decision chains with unbounded costs and applications to the control of queues
• Optimal and suboptimal stationary controls for Markov chains
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