On the chance to visit a goal set infinitely often

DOI10.1080/02331939008843583zbMath0723.90086OpenAlexW1980691662MaRDI QIDQ5202041

Manfred Schäl

Publication date: 1990

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843583

zbMATH Keywords

gamblingfinite state spacecompact action spacegoal setexistence of a stationary policy

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Related Items (1)

Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

Cites Work

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• On maximizing the average time at a goal
• An expected average reward criterion
• Finite state Markovian decision processes
• Continuity of mean recurrence times in denumerable semi-Markov processes
• Countably additive gambling and optimal stopping
• A Finite Controlled Markov Chain with Small Termination Probability
• Discrete Dynamic Programming
• Discounted Dynamic Programming
• Perturbation theory and finite Markov chains
• A "Fatou Equation" for Randomly Stopped Variables
• A Gambling Theorem and Optimal Stopping Theory

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