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Denumerable state nonhomogeneous Markov decision processes
dc.contributor.authorBean, James C.en_US
dc.contributor.authorSmith, Robert L.en_US
dc.contributor.authorLasserre, Jean B.en_US
dc.date.accessioned2006-04-10T13:33:34Z
dc.date.available2006-04-10T13:33:34Z
dc.date.issued1990-11-15en_US
dc.identifier.citationBean, James C., Smith, Robert L., Lasserre, Jean B. (1990/11/15)."Denumerable state nonhomogeneous Markov decision processes." Journal of Mathematical Analysis and Applications 153(1): 64-77. <http://hdl.handle.net/2027.42/28308>en_US
dc.identifier.urihttp://www.sciencedirect.com/science/article/B6WK2-4CTN4HW-74/2/b18b530306f7597603e2f55fe1c4f015en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/28308
dc.description.abstractWe consider denumerable state nonhomogeneous Markov decision processes and extend results from both denumerable state homogeneous and finite state non-homogeneous problems. We show that, under weak ergodicity, accumulation points of finite horizon optima (termed algorithmic optima) are average cost optimal. We also establish the existence of solution horizons. Finally, an algorithm is presented to solve problems of this class for the case where there is a unique algorithmic optimum.en_US
dc.format.extent725199 bytes
dc.format.extent3118 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherElsevieren_US
dc.titleDenumerable state nonhomogeneous Markov decision processesen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, The University of Michigan, Ann Arbor, Michigan 48109, USA LAAS, 7 avenue de Colonel Roche, 31077, Toulouse, Franceen_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, The University of Michigan, Ann Arbor, Michigan 48109, USA LAAS, 7 avenue de Colonel Roche, 31077, Toulouse, Franceen_US
dc.contributor.affiliationumDepartment of Industrial and Operations Engineering, The University of Michigan, Ann Arbor, Michigan 48109, USA LAAS, 7 avenue de Colonel Roche, 31077, Toulouse, Franceen_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/28308/1/0000062.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1016/0022-247X(90)90265-Hen_US
dc.identifier.sourceJournal of Mathematical Analysis and Applicationsen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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