Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

DOI10.1287/moor.17.2.271zbMath0773.90088OpenAlexW2134633895MaRDI QIDQ4016693

Arie Hordijk, Rommert Dekker

Publication date: 16 January 1993

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

Full work available at URL: http://repub.eur.nl/pub/2252

zbMATH Keywords

recurrence conditionsmultichain Markov decision processesaverage and Blackwell optimal policies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (11)

Two-day appointment scheduling with patient preferences and geometric arrivals ⋮ The existence of sensitive optimal policies in two multi-dimensional queueing models ⋮ Kolmogorov forward equation and explosiveness in countable state Markov processes ⋮ On regularly perturbed fundamental matrices ⋮ Blackwell Optimality for Controlled Diffusion Processes ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space ⋮ A novel use of value iteration for deriving bounds for threshold and switching curve optimal policies ⋮ On the reduction of total‐cost and average‐cost MDPs to discounted MDPs

This page was built for publication: Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains