✦ LIBER ✦

A mathematical programming approach to a problem in variance penalised Markov decision processes

✍ Scribed by D. J. White

Publisher: Springer
Year: 1994
Tongue: German
Weight: 452 KB
Volume: 15
Category: Article
ISSN: 0171-6468
DOI: 10.1007/bf01719453

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Computational approaches to variance-pen

Computational approaches to variance-penalised Markov decision processes

✍ D. J. White 📂 Article 📅 1992 🏛 Springer 🌐 German ⚖ 412 KB

A convex analytic approach to Markov dec

A convex analytic approach to Markov decision processes

✍ Vivek S. Borkar 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 905 KB

A Brouwer fixed-point mapping approach t

A Brouwer fixed-point mapping approach to communicating Markov decision processes

✍ Paul J Schweitzer 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 594 KB

A unified approach to adaptive control o

A unified approach to adaptive control of average reward Markov decision processes

✍ G. Hübner 📂 Article 📅 1988 🏛 Springer 🌐 German ⚖ 446 KB

A pause control approach to the value it

A pause control approach to the value iteration scheme in average Markov decision processes

✍ Rolando Cavazos-Cadena 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 124 KB

This work concerns average Markov decision chains with denumerable state space. Assuming that the Lyapunov function condition holds, it is shown that the value iteration scheme yields convergent approximations to the solution of the average cost optimality equation. This result is obtained using a p

A superharmonic approach to solving infi

A superharmonic approach to solving infinite horizon partially observable Markov decision problems

✍ D. J. White 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 553 KB