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Markov Decision Processes with Average-Value-at-Risk criteria

✍ Scribed by Nicole Bäuerle; Jonathan Ott


Publisher
Springer
Year
2011
Tongue
English
Weight
355 KB
Volume
74
Category
Article
ISSN
0340-9422

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Multiple Objective Nonatomic Markov Deci
✍ Eugene A. Feinberg; Aleksey B. Piunovskiy 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 228 KB

We consider a Markov decision process with an uncountable state space and multiple rewards. For each policy, its performance is evaluated by a vector of total expected rewards. Under the standard continuity assumptions and the additional assumption that all initial and transition probabilities are n