Markov Renewal Programs with Small Interest Rates
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Publication:5643407
DOI10.1214/aoms/1177693399zbMath0234.60106OpenAlexW2018444179MaRDI QIDQ5643407
Publication date: 1971
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177693399
Related Items (17)
Variational characterizations in Markov decision processes ⋮ Blackwell optimal policies in a Markov decision process with a Borel state space ⋮ Generalized Markovian decision processes ⋮ Nonstationary Markov decision problems with converging parameters ⋮ Stochastic Abelian and Tauberian theorems ⋮ A value iteration method for undiscounted multichain Markov decision processes ⋮ An Efficient Factorization for the Group Inverse ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ On the existence of relative values for undiscounted multichain Markov decision processes ⋮ An optimality principle for Markovian decision processes ⋮ A Fixed Point Approach to Undiscounted Markov Renewal Programs ⋮ Semi-Markov processes and their applications ⋮ Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ On the functional equations in undiscounted and sensitive discounted stochastic games ⋮ Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note ⋮ The variational calculus and approximation in policy space for Markovian decision processes ⋮ Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs
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