Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards

1999 ◽  
Vol 50 (3) ◽  
pp. 421-448 ◽  
Author(s):  
Arie Hordijk ◽  
Alexander A. Yushkevich
Keyword(s):  
State Space ◽  
Borel State Space ◽  
Blackwell Optimality ◽  
Markov Decision

Recurrence conditions for Markov decision processes with Borel state space: A survey

1991 ◽  
Vol 28 (1) ◽  
pp. 29-46 ◽  
Author(s):  
Onésimo Hernández-Lerma ◽  
RaÚl Montes-De-Oca ◽  
Rolando Cavazos-Cadena
Keyword(s):  
State Space ◽  
Markov Decision Processes ◽  
Decision Processes ◽  
Borel State Space ◽  
Markov Decision

Constrained Discounted Markov Decision Chains

1991 ◽  
Vol 5 (4) ◽  
pp. 463-475 ◽  
Author(s):  
Linn I. Sennott
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Queueing Systems ◽  
Operating Cost ◽  
Countable State Space ◽  
Countable State ◽  
Markov Decision ◽  
Holding Cost

A Markov decision chain with countable state space incurs two types of costs: an operating cost and a holding cost. The objective is to minimize the expected discounted operating cost, subject to a constraint on the expected discounted holding cost. The existence of an optimal randomized simple policy is proved. This is a policy that randomizes between two stationary policies, that differ in at most one state. Several examples from the control of discrete time queueing systems are discussed.

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