On the set of optimal controls for Markov chains with rewards

Karel Sladký

Kybernetika (1974)

  • Volume: 10, Issue: 4, page (350)-367
  • ISSN: 0023-5954

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Sladký, Karel. "On the set of optimal controls for Markov chains with rewards." Kybernetika 10.4 (1974): (350)-367. <http://eudml.org/doc/28847>.

@article{Sladký1974,
author = {Sladký, Karel},
journal = {Kybernetika},
language = {eng},
number = {4},
pages = {(350)-367},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the set of optimal controls for Markov chains with rewards},
url = {http://eudml.org/doc/28847},
volume = {10},
year = {1974},
}

TY - JOUR
AU - Sladký, Karel
TI - On the set of optimal controls for Markov chains with rewards
JO - Kybernetika
PY - 1974
PB - Institute of Information Theory and Automation AS CR
VL - 10
IS - 4
SP - (350)
EP - 367
LA - eng
UR - http://eudml.org/doc/28847
ER -

References

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  1. Blackwell D., Discrete Dynamic Programming, Annals Mathem. Statistics 33 (1962), 2, 719-726. (1962) Zbl0133.12906MR0149965
  2. Denardo E. V., Miller B. L., An Optimality Condition for Discrete Dynamic Programming with No Discounting, Annals Mathem. Statistics 39 (1968), 4, 1220-1227. (1968) Zbl0167.18402MR0232593
  3. Lippman S. A., On the Set of Optimal Policies in Discrete Dynamic Programming, Journal Mathem. Analysis Applic. 24 (1968), 2, 440-445. (1968) Zbl0194.20602MR0231615
  4. Lippman S. A., Criterion Equivalence in Discrete Dynamic Programming, Operations Research 17 (1969), 5, 920-923. (1969) MR0258449
  5. Mandl P., On the Variance in Controlled Markov Chains, Kybernetika 7 (1971), 1, 1-12. (1971) Zbl0215.25902MR0286178
  6. Miller B. L., Veinott A. F., Discrete Dynamic Programming with a Small Interest Rate, Annals Mathem. Statistics 40 (1969), 2, 366-370. (1969) Zbl0175.47302MR0238561
  7. Sladký K., Necessary and Sufficient Optimality Conditions for Average Reward of Controlled Markov Chains, Kybernetika 9 (1973), 2, 124-137. (1973) Zbl0254.60062MR0363495
  8. Veinott A. F., On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting, Annals Mathem. Statistics 37 (1966), 5, 1284-1294. (1966) Zbl0149.16301MR0208992
  9. Veinott A. F., Discrete Dynamic Programming with Sensitive Discount Optimality Criteria, Annals Mathem. Statistics 40 (1969), 5, 1635-1660. (1969) Zbl0183.49102MR0256712
  10. Hardy G. H., Divergent Series, Oxford Univ. Press, Oxford 1949. (1949) Zbl0032.05801

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