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A Solution to a Countable System of Equations Arising in Markovian Decision Processes

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Publication:5557528
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DOI10.1214/aoms/1177698973zbMath0171.16004OpenAlexW2073414270MaRDI QIDQ5557528

Arthur F. jun. Veinott, C. Derman

Publication date: 1967

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698973


zbMATH Keywords

probability theory



Related Items (8)

Connectedness conditions used in finite state Markov decision processes ⋮ On the life and work of Cyrus Derman ⋮ Invariant problems in dynamic programming - average reward criterion ⋮ On strong average optimality of Markov decision processes with unbounded costs ⋮ Semi-Markov decision processes with a reachable state-subset ⋮ Duality theorem in Markovian decision problems ⋮ On the optimal long run control of Markov renewal processes ⋮ Optimal control of stationary Markov processes




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