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On the General Utility of Discounted Markov Decision Processes

✍ Scribed by Y. Kadota; M. Kurano; M. Yasuda


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
182 KB
Volume
5
Category
Article
ISSN
0969-6016

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πŸ“œ SIMILAR VOLUMES


Discounted Cost Markov Decision Processe
✍ O. Hernandezlerma; D. Hernandezhernandez πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 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