A Weighted Markov Decision Process

DOI10.1287/opre.40.6.1180zbMath0772.90080OpenAlexW2137857500MaRDI QIDQ4032595

Sagnik Sinha, Dmitry Krass, Jerzy A. Filar

Publication date: 1 April 1993

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

Full work available at URL: http://hdl.handle.net/2328/26402

zbMATH Keywords

\(\varepsilon\)-optimal policyinfinite time horizonfinite state and action spacesdiscrete time Markov decision processexpected average rewardsreward criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (4)

Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria ⋮ Weighted reward criteria in Competitive Markov Decision Processes ⋮ Semi-Infinite Weighted Markov Decision Processes ⋮ Weighted discounted Markov decision processes with perturbation

This page was built for publication: A Weighted Markov Decision Process