The expected discounted reward from a Markov replacement process
Pavla Kunderová (1985)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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Displaying similar documents to “On a mean reward from a common Markov replacement process”
The expected discounted reward from a Markov replacement process
On a mean reward from a Markov replacement process with only one isolated class of recurrent states
Pavla Kunderová (1979)
Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika
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Policy iteration for continuous-time average reward Markov decision processes in Polish spaces.
Zhu, Quanxin, Yang, Xinsong, Huang, Chuangxia (2009)
Abstract and Applied Analysis
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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...