Growth Optimality for Branching Markov Decision Chains.
Uriel G. RothblumPeter WhittlePublished in: Math. Oper. Res. (1982)
Keyphrases
- markov decision chains
- average cost
- markov decision processes
- long run
- finite state
- finite number
- optimal policy
- finite horizon
- infinite horizon
- branch and bound
- search tree
- optimal control
- risk sensitive
- total cost
- optimal solution
- linear program
- multistage
- control policy
- linear programming
- lead time
- model checking
- optimality criterion
- dynamic programming
- lower bound