On the solvability of Bellman's functional equations for Markov renewal programming

DOI10.1016/0022-247X(83)90023-9zbMATH Open0526.90094MaRDI QIDQ594775

Paul J. Schweitzer

Publication date: 1983

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

zbMATH Keywords

fixed-point equationBellman's functional equationsfinite state and action spacesmaximal gain rate vectorundiscounted, stationary, infinite horizon Markov renewal programming

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

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• Dynamic programming, Markov chains, and the method of successive approximations
• On the solvability of Bellman's functional equation for a Markovian decision process
• The Functional Equations of Undiscounted Markov Renewal Programming
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• Discrete Dynamic Programming

Related Items (5)

Variational characterizations in Markov decision processes ⋮ On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate ⋮ Policy iteration type algorithms for recurrent state Markov decision processes ⋮ Solving Markovian decision processes by successive elimination of variables ⋮ A Brouwer fixed-point mapping approach to communicating Markov decision processes

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