Discounting, Ergodicity and Convergence for Markov Decision Processes
From MaRDI portal
Publication:4132287
DOI10.1287/mnsc.23.8.890zbMath0358.90073OpenAlexW1997138593MaRDI QIDQ4132287
William E. Wecker, Thomas E. Morton
Publication date: 1977
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.23.8.890
Related Items
Computation techniques for large scale undiscounted markov decision processes, Serial and parallel value iteration algorithms for discounted Markov decision processes, Sensitivity analysis in discrete dynamic programming, A survey of algorithmic methods for partially observed Markov decision processes, The method of value oriented successive approximations for the average reward Markov decision process, Solving linear systems by methods based on a probabilistic interpretation, The rate of convergence for backwards products of a convergent sequence of finite Markov matrices, Action-dependent stopping times and Markov decision process with unbounded rewards, Contraction mappings underlying undiscounted Markov decision problems, Improved iterative computation of the expected discounted return in Markov and semi-Markov chains, Periodic review stochastic inventory problem with forecast updates: Worst-case bounds for the myopic solution, Decision and forecast horizons in a stochastic environment: A survey, The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity
