Schweitzer, Paul J. Solving MDP functional equations by lexicographic optimization. (English) Zbl 0485.90085 RAIRO, Rech. Opér. 16, 91-98 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Review MSC: 90C40 Markov and semi-Markov decision processes Keywords:lexicographic optimization; optimal value-vector; discounted infinite horizon semi-Markovian decision process; monotone contraction operator; existence proof; Howard’s policy-iteration algorithm; coupled functional equations; higher-order optimality criteria; convergence analysis PDF BibTeX XML Cite \textit{P. J. Schweitzer}, RAIRO, Rech. Opér. 16, 91--98 (1982; Zbl 0485.90085) Full Text: DOI EuDML OpenURL