Vector-valued Markov decision processes and the systems of linear inequalities
โ Scribed by Kazuyoshi Wakuta
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 496 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For a vector-valued Markov decision process with discounted reward criterion, we introduce a new class of policies called the semi-stationary policies and show that an optimal semi-stationary policy that attains the extreme points of the set of rewards induced by all policies can be described as a c
## 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