We establish the existence of a solution to the optimality equation for discounted finite Markov decision processes by means of Birkhoff's fixed point theorem. The proof yields the well-known linear programming formulation for the optimal value function while its dual characterizes the optimal value function as the maximum over all value functions
Summary. This paper deals with a finite-state, finite-action discrete-time Markov decision model. A ...
AbstractA finite-state iterative scheme introduced by White (in “Recent Developments in Markov Decis...
Submitted to Operations Research; preliminary version.We consider discounted Markov Decision Process...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...
AbstractWe consider the minimizing risk problems in discounted Markov decisions processes with count...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...
AbstractThe solvability of the functional equations of communicating Markov decision processes is de...
AbstractThis paper studies the minimizing risk problems in Markov decision processes with countable ...
summary:In this note we focus attention on identifying optimal policies and on elimination suboptima...
AbstractThis paper studies the minimizing risk problems in Markov decision processes with countable ...
AbstractMost quantities of interest in discounted and undiscounted (semi-) Markov decision processes...
We consider a discrete time Markov Decision Process with infinite horizon. The criterion to be maxim...
This paper considers Markov decision processes (MDPs) with unbounded rates, as a function of state. ...
We study the existence of optimal strategies and value function of non stationary Markov decision pr...
We study the existence of optimal strategies and value function of non stationary Markov decision pr...
Summary. This paper deals with a finite-state, finite-action discrete-time Markov decision model. A ...
AbstractA finite-state iterative scheme introduced by White (in “Recent Developments in Markov Decis...
Submitted to Operations Research; preliminary version.We consider discounted Markov Decision Process...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...
AbstractWe consider the minimizing risk problems in discounted Markov decisions processes with count...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...
AbstractThe solvability of the functional equations of communicating Markov decision processes is de...
AbstractThis paper studies the minimizing risk problems in Markov decision processes with countable ...
summary:In this note we focus attention on identifying optimal policies and on elimination suboptima...
AbstractThis paper studies the minimizing risk problems in Markov decision processes with countable ...
AbstractMost quantities of interest in discounted and undiscounted (semi-) Markov decision processes...
We consider a discrete time Markov Decision Process with infinite horizon. The criterion to be maxim...
This paper considers Markov decision processes (MDPs) with unbounded rates, as a function of state. ...
We study the existence of optimal strategies and value function of non stationary Markov decision pr...
We study the existence of optimal strategies and value function of non stationary Markov decision pr...
Summary. This paper deals with a finite-state, finite-action discrete-time Markov decision model. A ...
AbstractA finite-state iterative scheme introduced by White (in “Recent Developments in Markov Decis...
Submitted to Operations Research; preliminary version.We consider discounted Markov Decision Process...