Markov decision processes and strongly excessive functions

K.M. Hee, van, J. Wessels

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

4 Citaten (Scopus)
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Strongly excessive functions play an important role in the theory of Markov decision processes and Markov games. In this paper the following question is investigated: What are the properties of Markov decision processes which possess a strongly excessive function? A probabilistic characterization is presented in the form of a random drift through a partitioned state space. For strongly excessive functions which have a positive lower bound a characterization is given in terms of the lifetime distribution of the process. Finally we give a characterization in terms of the spectral radius.
Originele taal-2Engels
Pagina's (van-tot)59-76
TijdschriftStochastic Processes and their Applications
Nummer van het tijdschrift1
StatusGepubliceerd - 1978

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