Sensitive Optimality Criteria in Countable State Dynamic Programming
Arie Hordijk, Karel Sladký · Mathematics of Operations Research · 1977
Discrete time Markov decision processes with a countable state space are investigated. Under a condition of Liapunov function type the Laurent expansion of the total discounted expected return for the various policies is derived. Moreover, the equivalence of the sensitive optimality criteria as introduced by Veinott is shown.