Sensitive Optimality Criteria in Countable State Dynamic Programming

DOI10.1287/moor.2.1.1zbMath0401.90103OpenAlexW2119695355MaRDI QIDQ4186116

Arie Hordijk, Karel Sladký

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1287/moor.2.1.1

zbMATH Keywords

Countable State SpaceArbitrary Decision SetsDiscrete Time Markovian Decision ProcessesExistence of Stationary N-Discount Optimal PoliciesLiapunov Function Type CriterionSensitive Optimality Criteria

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (9)

Asymptotic properties of constrained Markov Decision Processes ⋮ Recurrence conditions for Markov decision processes with Borel state space: A survey ⋮ Non zero-sum stochastic games in admission, service and routing control in queueing systems ⋮ Approximation of average cost optimal policies for general Markov decision processes with unbounded costs ⋮ Blackwell optimal policies in a Markov decision process with a Borel state space ⋮ Zero-sum Markov games and worst-case optimal control of queueing systems ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ Unnamed Item ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains

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