Markov Decision Processes with a New Optimality Criterion: Small Interest Rates

DOI10.1214/aoms/1177690860zbMath0255.60063OpenAlexW2011199092MaRDI QIDQ5670052

Stratton C. Jaquette

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1214/aoms/1177690860

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Markov processes (60J99)

Related Items (6)

Markov Decision Problems Where Means Bound Variances ⋮ The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0 ⋮ On the total reward variance for continuous-time Markov reward chains ⋮ Dynamic programming of expectation and variance ⋮ On mean reward variance in semi-Markov processes ⋮ Notes on average Markov decision processes with a minimum-variance criterion

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