Optimal Markov strategies

DOI10.1007/s10203-019-00235-0zbMath1451.60043OpenAlexW2911700853MaRDI QIDQ777917

William D. Sudderth

Publication date: 8 July 2020

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-019-00235-0

zbMATH Keywords

optimal strategyMarkov decision processesstationary strategygambling theoryMarkov strategy

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Strategy Complexity of Point Payoff, Mean Payoff and Total Payoff Objectives in Countable MDPs ⋮ A special issue on the mathematics of subjective probability

Cites Work

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• The existence of good Markov strategies for decision processes with general payoffs
• Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games
• On stationary policies - the general case
• Finitely Additive Dynamic Programming
• Gambling Problems with a Limit Inferior Payoff
• On the Existence of Good Markov Strategies
• Discounted Dynamic Programming
• Negative Dynamic Programming
• Measurable Gambling Houses
• On the Existence of Stationary Optimal Strategies

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