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The numerical exploitation of periodicity in Markov decision processes

โœ Scribed by L. M. M. Veugen; J. van der Wal; J. Wessels


Publisher
Springer
Year
1983
Tongue
German
Weight
568 KB
Volume
5
Category
Article
ISSN
0171-6468

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Bounding reward measures of Markov model
โœ Peter Buchholz ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 388 KB

## SUMMARY For a Markov reward process, where upper and lower bounds for the transition rates and rewards are known, a new approach to bound the expected reward is presented. Based on a previous paper where sharp bounds have been defined for the problem, but only an inefficient and unstable algorit