Summary
A class of Markovian decision processes is characterized using a weak row sum criterion. The criterion is shown to be necessary and sufficient for the absolute convergence of present values. A modified successive value iteration procedure is obtained.
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© 1974 Physica-Verlag, Rudolf Liebing KG, Würzburg
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Reetz, D. (1974). A Class of Markovian Decision Processes. In: Gessner, P., Henn, R., Steinecke, V., Todt, H. (eds) DGOR Papers of the Annual Meeting 1973 / Vorträge der Jahrestagung 1973. Proceedings in Operations Research, vol 1973. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-99747-1_36
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DOI: https://doi.org/10.1007/978-3-642-99747-1_36
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0138-5
Online ISBN: 978-3-642-99747-1
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