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  • 1
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical methods of operations research 49 (1999), S. 435-439 
    ISSN: 1432-5217
    Schlagwort(e): Key words: Markov decision chains ; overtaking optimality criteria
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract. Brown [3] constructed an aperiodic Markov decision chain in which no overtaking policy (stationary or nonstationary) exists. However, in his example a strong overtaking optimal policy exists in the class of all stationary policies. We provide another example of an aperiodic and geometric ergodic Markov decision chain which shows that the existence of a strong overtaking optimal stationary policy may fail inclusively in the class of stationary policies. We also give a brief survey of the existing literature on overtaking optimality in Markov decision chains.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
  • 2
    Digitale Medien
    Digitale Medien
    Springer
    Mathematical methods of operations research 49 (1999), S. 475-482 
    ISSN: 1432-5217
    Schlagwort(e): Key words: Markov decision chains ; countable state space ; sensitive optimality ; unbounded costs.
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Mathematik , Wirtschaftswissenschaften
    Notizen: Abstract. We extend a result by Cavazos-Cadena and Lasserre on the existence of strong 1-optimal stationary policies in Markov decision chains with countable state spaces, uniformly ergodic transition probabilities and bounded costs to a larger class of models with unbounded costs and the so-called V-uniform ergodic transition structure.
    Materialart: Digitale Medien
    Standort Signatur Erwartet Verfügbarkeit
    BibTip Andere fanden auch interessant ...
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