Approximations for Markov decision problems
Gerhard Hübner (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Gerhard Hübner (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Rolando Cavazos-Cadena, Raul Montes-de-Oca (2001)
Applicationes Mathematicae
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This work concerns Markov decision processes with finite state space and compact action sets. The decision maker is supposed to have a constant-risk sensitivity coefficient, and a control policy is graded via the risk-sensitive expected total-reward criterion associated with nonnegative one-step rewards. Assuming that the optimal value function is finite, under mild continuity and compactness restrictions the following result is established: If the number of ergodic classes when a stationary...
Xiaolong Zou, Xianping Guo (2015)
Kybernetika
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In this paper we give a new set of verifiable conditions for the existence of average optimal stationary policies in discrete-time Markov decision processes with Borel spaces and unbounded reward/cost functions. More precisely, we provide another set of conditions, which only consists of a Lyapunov-type condition and the common continuity-compactness conditions. These conditions are imposed on the primitive data of the model of Markov decision processes and thus easy to verify. We also...
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...
Rolando Cavazos-Cadena (1989)
Kybernetika
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Daoui, Cherki, Abbad, Mohamed, Tkiouat, Mohamed (2010)
Advances in Operations Research
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Shi, Dylan (1998)
Journal of Applied Mathematics and Decision Sciences
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