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Markov control processes with randomized discounted cost

✍ Scribed by Juan González-Hernández; Raquiel R. López-Martínez; J. Rubén Pérez-Hernández


Publisher
Springer
Year
2006
Tongue
English
Weight
178 KB
Volume
65
Category
Article
ISSN
0340-9422

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📜 SIMILAR VOLUMES


Discounted Cost Markov Decision Processe
✍ O. Hernandezlerma; D. Hernandezhernandez 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 557 KB

This paper is concerned with the linear programming formulation of Markov decision processes (or stochastic dynamic programs) with Borel state and action spaces and the discounted cost criterion. The one-stage cost function may be unbounded. A linear program and its dual are introduced, for which is