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A Class of Markovian Decision Processes

Conference paper
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Part of the Proceedings in Operations Research book series (ORP, volume 1973)

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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Literatur

  1. Collatz, L.: Funktionalanalysis und Numerische Mathematik, Springer-Verlag, Berlin 1964.Google Scholar
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Copyright information

© Physica-Verlag, Rudolf Liebing KG, Würzburg 1974

Authors and Affiliations

  1. 1.BerlinGermany

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