AVERAGE COST OPTIMAL STATIONARY POLICIES IN INFINITE STATE MARKOV DECISION-PROCESSES WITH UNBOUNDED COSTS

被引:132
作者
SENNOTT, LI
机构
关键词
D O I
10.1287/opre.37.4.626
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:626 / 633
页数:8
相关论文
共 21 条
[1]  
Ash R. B., 2014, REAL ANAL PROBABILIT
[2]  
CAVAZOSCADENA R, 1987, WEAK CONDITIONS EXIS
[3]   AVERAGE, SENSITIVE AND BLACKWELL OPTIMAL POLICIES IN DENUMERABLE MARKOV DECISION CHAINS WITH UNBOUNDED REWARDS [J].
DEKKER, R ;
HORDIJK, A .
MATHEMATICS OF OPERATIONS RESEARCH, 1988, 13 (03) :395-420
[4]   A SOLUTION TO A COUNTABLE SYSTEM OF EQUATIONS ARISING IN MARKOVIAN DECISION PROCESSES [J].
DERMAN, C ;
VEINOTT, AF .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (02) :582-&
[5]   DENUMERABLE STATE MARKOVIAN DECISION PROCESSES - AVERAGE COST CRITERION [J].
DERMAN, C .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1545-&
[6]  
Federgruen A., 1979, Stochastic Processes & their Applications, V9, P223, DOI 10.1016/0304-4149(79)90034-6
[7]   DENUMERABLE UNDISCOUNTED SEMI-MARKOV DECISION-PROCESSES WITH UNBOUNDED REWARDS [J].
FEDERGRUEN, A ;
SCHWEITZER, PJ ;
TIJMS, HC .
MATHEMATICS OF OPERATIONS RESEARCH, 1983, 8 (02) :298-313
[8]   AN EXAMPLE IN DENUMERABLE DECISION PROCESSES [J].
FISHER, L ;
ROSS, SM .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (02) :674-&
[9]  
HORDIJK A, 1976, MATH PROGRAM STUD, V6, P49, DOI 10.1007/BFb0120744
[10]  
Hordijk A, 1974, DYNAMIC PROGRAMMING