Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes

DOI10.1080/07362990500184865zbMath1160.90686OpenAlexW2000982756MaRDI QIDQ5697670

Xianping Guo, Quanxin Zhu

Publication date: 18 October 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990500184865

zbMATH Keywords

average costoptimal stationary policyBorel state spacediscrete-time Markov decision processstrong \(0\)-discount optimality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items

Markov Decision Processes with Variance Minimization: A New Condition and Approach ⋮ Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes ⋮ Blackwell Optimality for Controlled Diffusion Processes ⋮ A semimartingale characterization of average optimal stationary policies for Markov decision processes ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Average sample-path optimality for continuous-time Markov decision processes in Polish spaces ⋮ Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces ⋮ Sample-path optimality and variance-maximization for Markov decision processes ⋮ Average optimality for continuous-time Markov decision processes with a policy iteration approach ⋮ Average optimality inequality for continuous-time Markov decision processes in Polish spaces ⋮ Policy iteration for continuous-time average reward Markov decision processes in Polish spaces ⋮ Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong 1-optimal stationary policies in denumerable Markov decision processes
• A note on strong 1-optimal policies in Markov decision chains with unbounded costs
• Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs
• Adaptive Markov control processes
• Generalized potlatch and smoothing processes
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
• BIAS OPTIMALITY IN A QUEUE WITH ADMISSION CONTROL
• Discrete Dynamic Programming
• On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
• Discrete Dynamic Programming with Sensitive Discount Optimality Criteria

This page was built for publication: Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes