A new strong optimality criterion for nonstationary Markov decision processes
type: Item
instance of: scholarly article
title: A new strong optimality criterion for nonstationary Markov decision processes
zbMATH Open document ID: 1032.90060
author: Xianping Guo
author: Peng Shi
author: Weiping Zhu
published in: Mathematical Methods of Operations Research
publication date: 2003-08-07T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 1961088
zbMATH Keywords: nonstationary Markov decision processes
zbMATH Keywords: optimality equations
zbMATH Keywords: strong average-canonical optimal policies
MaRDI profile type: Publication
full work available at URL: s001860000076
OpenAlex ID: W2070166549
DOI: 10.1007/S001860000076
Recommended article: A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
Recommended article: Q5179071
Recommended article: Q5287757
Recommended article: Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
Recommended article: New sufficient conditions for average optimality in continuous-time Markov decision processes
Recommended article: Strong 1-optimal stationary policies in denumerable Markov decision processes
Recommended article: A new condition for the existence of optimal stationary policies in average cost Markov decision processes
Recommended article: On strong average optimality of Markov decision processes with unbounded costs
Recommended article: Nonstationary continuous time markov decision processes with the expected total rewards criterion
description: scientific article; zbMATH DE number 1961088