A generalized Markov decision process
Gary J. Koehler (1980)
RAIRO - Operations Research - Recherche Opérationnelle
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Displaying similar documents to “A complementarity approach for solving Leontief substitution systems and (generalized) Markov decision processes”
A generalized Markov decision process
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S. Geetha, K. P. K. Nair (1992)
RAIRO - Operations Research - Recherche Opérationnelle
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Paul J. Schweitzer (1982)
RAIRO - Operations Research - Recherche Opérationnelle
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On undiscounted markovian decision processes with compact action spaces
Paul J. Schweitzer (1985)
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On the hierarchy of functioning rules in distributed computing
A. Bui, M. Bui, C. Lavault (1999)
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Dror Zuckerman (1980)
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Identification of optimal policies in Markov decision processes
Karel Sladký (2010)
Kybernetika
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In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal...
Mean-variance optimality for semi-Markov decision processes under first passage criteria
Xiangxiang Huang, Yonghui Huang (2017)
Kybernetika
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This paper deals with a first passage mean-variance problem for semi-Markov decision processes in Borel spaces. The goal is to minimize the variance of a total discounted reward up to the system's first entry to some target set, where the optimization is over a class of policies with a prescribed expected first passage reward. The reward rates are assumed to be possibly unbounded, while the discount factor may vary with states of the system and controls. We first develop some suitable...