Persistently ϵ-Optimal Strategies

DOI10.1287/moor.2.2.125zbMath0404.90095OpenAlexW2088858534MaRDI QIDQ4190468

Lester E. Dubins, William D. Sudderth

Publication date: 1977

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

Full work available at URL: http://hdl.handle.net/11299/199246

zbMATH Keywords

Decision TheoryGamblingOptimal StrategiesMarkov Decision ProgrammingStochiastic Control

Mathematics Subject Classification ID

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

Related Items (8)

On the Existence of Good Markov Strategies ⋮ Limit-optimal strategies in countable state decision problems ⋮ Finitely Additive Dynamic Programming ⋮ Discrete stop-or-go games ⋮ Utility Functions Which Ensure the Adequacy of Stationary Strategies ⋮ On maximizing the average time at a goal ⋮ Finite state Markov decision models with average reward criteria ⋮ Stationary policies and Markov policies in Borel dynamic programming

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