On maximizing the average time at a goal

DOI10.1016/0304-4149(84)90010-3zbMath0537.90095OpenAlexW2030488046MaRDI QIDQ792886

Theodore P. Hill, Stephen Demko

Publication date: 1984

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

Full work available at URL: https://digitalcommons.calpoly.edu/rgp_rsr/55

zbMATH Keywords

infinite horizongamblingstationary strategyarbitrary decision setsaverage time spent at a goaldiscrete time decision processesfinite state spacegeneral average reward

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

Related Items (4)

The existence of good Markov strategies for decision processes with general payoffs ⋮ An expected average reward criterion ⋮ On the chance to visit a goal set infinitely often ⋮ Finite state Markov decision models with average reward criteria

Cites Work

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• On Sequential Decisions and Markov Chains
• A Controlled Finite Markov Chain with an Arbitrary Set of Decisions
• On the Existence of Good Markov Strategies
• Persistently ϵ-Optimal Strategies
• Discounted Dynamic Programming
• On the Existence of Good Stationary Strategies
• On the Existence of Stationary Optimal Strategies
• On Measurable Gambling Problems
• Optimal decision procedures for finite markov chains. Part I: Examples

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