Abbad, M.; Daoui, C. - In: Mathematical Methods of Operations Research 58 (2003) 2, pp. 237-245
We consider a discrete time finite Markov decision process (MDP) with the discounted and weighted reward optimality criteria. In [1] the authors considered some decomposition of limiting average MDPs. In this paper, we use an analogous approach for discounted and weighted MDPs. Then, we...
