Sensitive Optimality Criteria in Countable State Dynamic Programming
- 1 February 1977
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 2 (1) , 1-14
- https://doi.org/10.1287/moor.2.1.1
Abstract
Discrete time Markov decision processes with a countable state space are investigated. Under a condition of Liapunov function type the Laurent expansion of the total discounted expected return for the various policies is derived. Moreover, the equivalence of the sensitive optimality criteria as introduced by Veinott is shown.Keywords
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