A forecast horizon and a stopping rule for general Markov decision processes
type: Item
instance of: scholarly article
title: A forecast horizon and a stopping rule for general Markov decision processes
zbMATH Open document ID: 0646.90090
DOI: 10.1016/0022-247X(88)90069-8
published in: Journal of Mathematical Analysis and Applications
publication date: 1988-01-01T00:00:00Z
review text: This paper presents conditions for the existence and detection of a forecast horizon for Markov decision processes with Borel state space. The conditions include the assumptions that the control set is finite and that there is a unique optimal stationary policy. The approach and results are closely related to other works in the area, e.g., \textit{K. Hinderer} and \textit{G. Hübner} [Information theory, statistical decision functions, random processes, Trans. 7th Prague Conf., Vol. A, Prague 1974, 245-257 (1977; Zbl 0416.90076)]; \textit{G. Hübner} [Bonn. Math. Schr. 98, 57-65 (1977; Zbl 0384.93041); Z. Angew. Math. Mech. 57, 477-480 (1977; Zbl 0368.90111)].
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 4055402
zbMATH Keywords: discounted and average reward criteria
zbMATH Keywords: existence and detection of a forecast horizon
zbMATH Keywords: Markov decision processes
zbMATH Keywords: Borel state space
zbMATH Keywords: unique optimal stationary policy
author: Onésimo Hernández-Lerma
author: Jean B. Lasserre
MaRDI profile type: Publication
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full work available at URL: 0022-247x(88)90069-8
OpenAlex ID: W1989567750
description: scientific article; zbMATH DE number 4055402