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Teor. Veroyatnost. i Primenen., 1982, Volume 27, Issue 3, Pages 456–473 (Mi tvp2379)  

This article is cited in 3 scientific papers (total in 3 papers)

Markov decision processes with arbitrary real-valued criteria

E. A. Faĭnberg

Moscow

Abstract: We consider discrete time infinite horizon non-stationary Markov decision models with Borel state and action spaces. A criterion is a real-valued function defined on the space of strategic measures. We obtain general results and then use them to study the following criterions and their combinations: the expected total reward criterion, the expected utility criterion, the expected average criterion, the asymptotic reward criterion.

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English version:
Theory of Probability and its Applications, 1983, 27:3, 486–503

Bibliographic databases:

Received: 19.08.1980

Citation: E. A. Faǐnberg, “Markov decision processes with arbitrary real-valued criteria”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 456–473; Theory Probab. Appl., 27:3 (1983), 486–503

Citation in format AMSBIB
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\by E.~A.~Fa{\v\i}nberg
\paper Markov decision processes with arbitrary real-valued criteria
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 3
\pages 456--473
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\mathscinet{http://www.ams.org/mathscinet-getitem?mr=673919}
\zmath{https://zbmath.org/?q=an:0515.90076|0497.90076}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 3
\pages 486--503
\crossref{https://doi.org/10.1137/1127058}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1983RJ51700005}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. A. A. Yushkevich, R. Ya. Chitashvili, “Controlled random sequences and Markov chains”, Russian Math. Surveys, 37:6 (1982), 239–274  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    2. A. B. Piunovskiǐ, “The problem of convex programming with linear constraints”, Comput. Math. Math. Phys., 34:4 (1994), 463–470  mathnet  mathscinet  zmath  isi
    3. A. B. Piunovskiy, “Controlled random sequences: methods of convex analysis and problems with functional constraints”, Russian Math. Surveys, 53:6 (1998), 1233–1293  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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