Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets
From MaRDI portal
Publication:4027788
DOI10.1287/moor.17.4.901zbMath0772.90081OpenAlexW2020471037MaRDI QIDQ4027788
Publication date: 1 March 1993
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.17.4.901
Related Items (9)
On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Transmission power allocation for remote estimation with multi-packet reception capabilities ⋮ Unnamed Item ⋮ Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ Robust Markov control processes ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Another set of conditions for average optimality in Markov control processes ⋮ Average cost optimal policies for Markov control processes with Borel state space and unbounded costs ⋮ Average optimality for Markov decision processes in borel spaces: a new condition and approach
This page was built for publication: Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets