Denumerable state nonhomogeneous Markov decision processes

DOI10.1016/0022-247X(90)90265-HzbMath0728.90087MaRDI QIDQ805501

Robert L. Smith, James C. Bean, Jean-Bernard Lasserre

Publication date: 1990

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

zbMATH Keywords

algorithmic optimalityalgorithmically optimal strategiesdenumerable number of statesfinite set of actionsinfinite horizon strategiesinfinite number of decision stagessolution horizon extensions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Non-homogeneous Markov decision processes with a constraint ⋮ STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^* ⋮ The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies ⋮ The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity

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• On Two Recent Papers on Ergodicity in Nonhomogeneous Markov Chains

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