On undiscounted markovian decision processes with compact action spaces
RAIRO - Operations Research - Recherche Opérationnelle, Tome 19 (1985) no. 1, pp. 71-86. 
@article{RO_1985__19_1_71_0,
     author = {Schweitzer, Paul J.},
     title = {On undiscounted markovian decision processes with compact action spaces},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {71--86},
     publisher = {EDP-Sciences},
     volume = {19},
     number = {1},
     year = {1985},
     mrnumber = {794639},
     zbl = {0571.90095},
     language = {en},
     url = {http://archive.numdam.org/item/RO_1985__19_1_71_0/}
}
TY  - JOUR
AU  - Schweitzer, Paul J.
TI  - On undiscounted markovian decision processes with compact action spaces
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1985
SP  - 71
EP  - 86
VL  - 19
IS  - 1
PB  - EDP-Sciences
UR  - http://archive.numdam.org/item/RO_1985__19_1_71_0/
LA  - en
ID  - RO_1985__19_1_71_0
ER  - 
%0 Journal Article
%A Schweitzer, Paul J.
%T On undiscounted markovian decision processes with compact action spaces
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1985
%P 71-86
%V 19
%N 1
%I EDP-Sciences
%U http://archive.numdam.org/item/RO_1985__19_1_71_0/
%G en
%F RO_1985__19_1_71_0
Schweitzer, Paul J. On undiscounted markovian decision processes with compact action spaces. RAIRO - Operations Research - Recherche Opérationnelle, Tome 19 (1985) no. 1, pp. 71-86. http://archive.numdam.org/item/RO_1985__19_1_71_0/

1. E. V. Denardo and B. Fox, Muitichain Markov Renewal Programs, S.I.A.M. J. Appl. Math., Vol. 16, 1968, pp. 468-487. | MR | Zbl

2. E.V. Denardo, Markov Renewal Programs with Small Interest Rates, Ann. Math. Statist., Vol. 42, 1971, pp. 477-496. | MR | Zbl

3. J. Doob, Stochastic Processes, Wiley, New York, 1953. | MR | Zbl

4. N. Furukawa, Markovian Decision Processes with Compact Action Spaces, Ann. Math. Statist., Vol. 43, 1972, pp. 1612-1622. | MR | Zbl

5. A. Hordijk, A Sufficient Condition for the Existence of an Optimal Policy with Respect to the Average Cost Criterion in Markovian Decision Processes, Transactions Sixth Prague Conf. on Information Theory, Statistical Decision Functions, Random Processes. Academia, Prague, 1971, pp. 263-274. | MR | Zbl

6. A. Hordijk, Dynamic Programming and Markov Potential Theory, Mathematical Centre Tract, Vol. 51, Amsterdam, 1974. | MR | Zbl

7. R. A. Howard, Dynamic Programming and Markov Processes, Wiley, New York, 1960. | MR | Zbl

8. A. Maitra, Discounted Dynamic Programming on Compact Metric Spaces, Sankhya, Sec. A, Vol. 30, 1968, pp. 211-216. | MR | Zbl

9. B. L. Miller and A. F. Jr. Veinott, Discrete Dynamic Programming with a Small Interest Rate, Ann. Math. Statist., Vol. 40, 1969, pp. 366-370. | MR | Zbl

10. M. Schal, Stationary Policies in Dynamic Programming Models Under Compactness Assumptions, Math, of O.R., Vol. 8, 1983, pp. 366-372. | MR | Zbl

11. P. Schweitzer, Perturbation Theory and Finite Markov Chains, J. Appl. Prob., Vol. 5, 1968, pp. 401-413. | MR | Zbl

12. P. J. Schweitzer, On the Solvability of Bellman's Functional Equations for Markov Renewal Programming, J. Math. Anal. Appl, Vol. 96, 1983, pp. 13-23. | MR | Zbl

13. P. J. Schweitzer, On the Existence of Relative Values for Undiscounted Markovian Decision Processes with a Scalar Gain Rate, University of Rochester, Graduate School of Management, Working Paper Series No. QM8225, December 1982. To appear in J. Math. Anal. Appl. | MR | Zbl

14. P. J. Schweitzer, Solving MDP Functional Equations by Lexicographie Optimization, Revue Française d'Automatique et de Recherche Operationnelle, Vol. 16, 1982, pp. 91-98. | Numdam | MR | Zbl

15. P. J. Schweitzer and A. Federgruen, The Functional Equations of Undiscounted Markov Renewal Programming, Math. of Operations Research, Vol. 3, 1978, pp. 308-322. | MR | Zbl

16. S. S. Sheu and K.-J. Farn, A Sufficient Condition for the Existence of a Stationary 1-Optimal Plan in Compact Action Markovian Decision Processes, in Recent Developments in Markov Decision Processes, R. HARTLEY, L. C. THOMAS and D. J. WHITE Eds., Academic Press, London, 1980, pp. 111-126.

17. A. F. Jr. Veinott, On Finding Optimal Policies in Discrete Dynamic Programming with no Discounting, Ann. Math. Statist., Vol. 37, 1966, pp. 1284-1294. | MR | Zbl

18. A. F. Jr. Veinott, Discrete Dynamic Programming with Sensitive Discount Optimality Criteria, Ann. Math. Statist., Vol 40, 1969, pp. 1635-1660. | MR | Zbl

19. A. Hordijk and M. L. Puterman, On the Convergence of Policy Iteration in Finite State Average Reward Markov Decision Processes ; the Unichain Case, Working Paper No. 948, Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, British Columbia, May 1983.