A semimartingale characterization of average optimal stationary policies for Markov decision processes.
Journal of Applied Mathematics and Stochastic Analysis (2006)
- Volume: 2006, Issue: 3, page Article ID 81593, 8 p.-Article ID 81593, 8 p.
- ISSN: 2090-3332
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topZhu, Quanxin, and Guo, Xianping. "A semimartingale characterization of average optimal stationary policies for Markov decision processes.." Journal of Applied Mathematics and Stochastic Analysis 2006.3 (2006): Article ID 81593, 8 p.-Article ID 81593, 8 p.. <http://eudml.org/doc/54838>.
@article{Zhu2006,
author = {Zhu, Quanxin, Guo, Xianping},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
number = {3},
pages = {Article ID 81593, 8 p.-Article ID 81593, 8 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {A semimartingale characterization of average optimal stationary policies for Markov decision processes.},
url = {http://eudml.org/doc/54838},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Zhu, Quanxin
AU - Guo, Xianping
TI - A semimartingale characterization of average optimal stationary policies for Markov decision processes.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 3
SP - Article ID 81593, 8 p.
EP - Article ID 81593, 8 p.
LA - eng
UR - http://eudml.org/doc/54838
ER -
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