Concepedia

Optimal Policy Existence

Optimal Policy Existence is a theoretical construct in Infinite-Horizon Markov Decision Processes that asserts the presence of a stationary policy achieving maximal expected cumulative reward under given model conditions.

722

Publications

33.5K

Citations

955

Authors

490

Institutions

Publications per year

2017–2026

72

Parents

Publications

722

On the Time Consistency of Optimal Policy in a Monetary Economy

Guillermo A. Calvo · Econometrica · 1978 · 818 citations

, , +13

Convex Duality in Constrained Portfolio Optimization

Jakša Cvitanić, Ioannis Karatzas · The Annals of Applied Probability · 1992 · 658 citations · Full text

, , +17

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

Ari Arapostathis, Vivek S. Borkar, E. Fernández-Gaucherand et al. · SIAM Journal on Control and Optimization · 1993 · 610 citations · Full text

, , +16

Existence of Optimal Programs of Accumulation for an Infinite Time Horizon

Carl Christian von Weizsäcker · The Review of Economic Studies · 1965 · 396 citations

, , +10

The Structure of Periodic Review Policies in the Presence of Random Yield

Mordechai I. Henig, Yigal Gerchak · Operations Research · 1990 · 389 citations

, , +17

1–5 of 722

Authors

955

  1. XG
    Xianping Guo

    Sun Yat-sen University, China

    27 publications · 691 citations

    18

    h-index

  2. OH
    Onésimo Hernández–Lerma

    Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional, Mexico

    15 publications · 451 citations

    13

    h-index

  3. EA
    Eugene A. Feinberg

    Stony Brook University, United States

    12 publications · 662 citations

    11

    h-index

  4. RC
    Rolando Cavazos–Cadena

    Universidad Autónoma Agraria Antonio Narro, Mexico

    10 publications · 236 citations

    10

    h-index

  5. LI
    Linn I. Sennott

    Illinois State University, United States

    10 publications · 595 citations

    10

    h-index

1–5 of 955

Institutions

490

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    14 h-index

    23 publications

    832 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    12 h-index

    18 publications

    424 citations

  3. University of California, Berkeley

    Berkeley, United States

    12 h-index

    14 publications

    780 citations

  4. Columbia University

    New York, United States

    11 h-index

    14 publications

    818 citations

  5. Stony Brook University

    Stony Brook, United States

    11 h-index

    13 publications

    672 citations

  6. University of Michigan

    Ann Arbor, United States

    11 h-index

    19 publications

    981 citations

  7. University of Liverpool

    Liverpool, United Kingdom

    11 h-index

    17 publications

    400 citations

  8. University of Toronto

    Toronto, Canada

    10 h-index

    13 publications

    539 citations

1–8 of 490

Venues

  1. SIAM Journal on Control and Optimization

    53 publications · 3.4K citations

    30

    h-index

  2. Mathematics of Operations Research

    43 publications · 2.4K citations

    27

    h-index

  3. Operations Research

    29 publications · 2.7K citations

    23

    h-index

  4. Advances in Applied Probability

    AAP · 27 publications · 991 citations

    17

    h-index

  5. IEEE Transactions on Automatic Control

    17 publications · 857 citations

    15

    h-index

1–5