The existence of good Markov strategies for decision processes with general payoffs
type: Item
instance of: scholarly article
title: The existence of good Markov strategies for decision processes with general payoffs
zbMATH Open document ID: 0627.90094
DOI: 10.1016/0304-4149(87)90028-7
author: Theodore P. Hill
author: Victor C. Pestien
published in: Stochastic Processes and their Applications
publication date: 1987-01-01T00:00:00Z
full work available at URL: https://digitalcommons.calpoly.edu/cgi/viewcontent.cgi
review text: For countable-state stochastic dynamic programming problems and a rather general class of reward structures it is shown that randomized Markov strategies are as good as general strategies. Under additional boundedness and convexity assumptions non-randomized Markov strategies are sufficient. The general class of strategies includes the classical cases of total and average expected rewards as well as rewards of product form and lim inf form.
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 4020873
zbMATH Keywords: countable-state stochastic dynamic programming
zbMATH Keywords: general class of reward structures
zbMATH Keywords: randomized Markov strategies
MaRDI profile type: Publication
OpenAlex ID: W1997109950
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description: scientific article; zbMATH DE number 4020873