Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394): Difference between revisions

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scientific article; zbMATH DE number 7574528

Language	Label	Description	Also known as
English	Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities	scientific article; zbMATH DE number 7574528

Statements

instance of

scholarly article

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title

Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (English)

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SIAM Journal on Control and Optimization

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publication date

23 August 2022

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full work available at URL

https://arxiv.org/abs/2108.09232

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zbMATH Keywords

Markov decision process

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incomplete information

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semiuniform Feller transition probabilities

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value iterations

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optimality equations

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MaRDI profile type

MaRDI publication profile

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cites work

Optimal control of partially observable Markovian systems

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Optimal control of Markov processes with incomplete state information

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On compactness of the space of policies in stochastic dynamic programming

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Markov decision processes with applications to finance.

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Stochastic optimal control. The discrete time case

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Q5560061

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Q3415147

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Real Analysis and Probability

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Q5511751

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Q3862198

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On essential information in sequential decision processes

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MDPs with setwise continuous transition probabilities

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Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes

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Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

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Berge's theorem for noncompact image sets

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Fatou's Lemma for Weakly Converging Probabilities

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Convergence of probability measures and Markov decision models with incomplete information

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Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

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Uniform Fatou's lemma

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Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities

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Adaptive Markov control processes

0 references

Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls

0 references

Q4863593

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The critical discount factor for finite Markovian decision processes with an absorbing set

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Weak Feller property of non-linear filters

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State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms

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The Complexity of Markov Decision Processes

0 references

Q3886594

0 references

Q5533878

0 references

Optimal Infinite-Horizon Undiscounted Control of Finite Probabilistic Systems

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Incomplete information in Markovian decision models

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Bayesian dynamic programming

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Q5526189

0 references

On dynamic programming: Compactness of the space of policies

0 references

Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal

0 references

Average Optimality in Dynamic Programming with General State Space

0 references

The Optimal Control of Partially Observable Markov Processes over a Finite Horizon

0 references

The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs

0 references

On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes

0 references

Reduction of a Controlled Markov Model with Incomplete Data to a Problem with Complete Information in the Case of Borel State and Control Space

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Identifiers

zbMATH Open document ID

1498.90245

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DOI

10.1137/21M1442152

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5097394

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-Pavlo O. Kasyanov
@@ Property / author: Pavlo O. Kasyanov / rank @@
-Normal rank
@@ Property / author @@
-Michael Z. Zgurovsky
@@ Property / author: Michael Z. Zgurovsky / rank @@
-Normal rank
@@ Property / author @@
+Pavlo O. Kasyanov
@@ Property / author: Pavlo O. Kasyanov / rank @@
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@@ Property / author @@
+Michael Z. Zgurovsky
@@ Property / author: Michael Z. Zgurovsky / rank @@
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+.09232
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@@ Property / cites work @@
+Optimal control of partially observable Markovian systems
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@@ Property / cites work @@
+Optimal control of Markov processes with incomplete state information
+Normal rank
@@ Property / cites work @@
+On compactness of the space of policies in stochastic dynamic programming
+Normal rank
@@ Property / cites work @@
+Markov decision processes with applications to finance.
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control. The discrete time case
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Real Analysis and Probability
@@ Property / cites work: Real Analysis and Probability / rank @@
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+Q5511751
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+Normal rank
@@ Property / cites work @@
+Q3862198
@@ Property / cites work: Q3862198 / rank @@
+Normal rank
@@ Property / cites work @@
+On essential information in sequential decision processes
+Normal rank
@@ Property / cites work @@
+MDPs with setwise continuous transition probabilities
+Normal rank
@@ Property / cites work @@
+Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Berge's theorem for noncompact image sets
@@ Property / cites work: Berge's theorem for noncompact image sets / rank @@
+Normal rank
@@ Property / cites work @@
+Fatou's Lemma for Weakly Converging Probabilities
@@ Property / cites work: Fatou's Lemma for Weakly Converging Probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of probability measures and Markov decision models with incomplete information
+Normal rank
@@ Property / cites work @@
+Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Uniform Fatou's lemma
@@ Property / cites work: Uniform Fatou's lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities
+Normal rank
@@ Property / cites work @@
+Adaptive Markov control processes
@@ Property / cites work: Adaptive Markov control processes / rank @@
+Normal rank
@@ Property / cites work @@
+Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
+Normal rank
@@ Property / cites work @@
+Q4863593
@@ Property / cites work: Q4863593 / rank @@
+Normal rank
@@ Property / cites work @@
+The critical discount factor for finite Markovian decision processes with an absorbing set
+Normal rank
@@ Property / cites work @@
+Weak Feller property of non-linear filters
@@ Property / cites work: Weak Feller property of non-linear filters / rank @@
+Normal rank
@@ Property / cites work @@
+State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
+Normal rank
@@ Property / cites work @@
+The Complexity of Markov Decision Processes
@@ Property / cites work: The Complexity of Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3886594
@@ Property / cites work: Q3886594 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Infinite-Horizon Undiscounted Control of Finite Probabilistic Systems
+Normal rank
@@ Property / cites work @@
+Incomplete information in Markovian decision models
+Normal rank
@@ Property / cites work @@
+Bayesian dynamic programming
@@ Property / cites work: Bayesian dynamic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q5526189
@@ Property / cites work: Q5526189 / rank @@
+Normal rank
@@ Property / cites work @@
+On dynamic programming: Compactness of the space of policies
+Normal rank
@@ Property / cites work @@
+Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
+Normal rank
@@ Property / cites work @@
+Average Optimality in Dynamic Programming with General State Space
+Normal rank
@@ Property / cites work @@
+The Optimal Control of Partially Observable Markov Processes over a Finite Horizon
+Normal rank
@@ Property / cites work @@
+The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs
+Normal rank
@@ Property / cites work @@
+On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Reduction of a Controlled Markov Model with Incomplete Data to a Problem with Complete Information in the Case of Borel State and Control Space
+Normal rank
@@ Property / OpenAlex ID @@
+W3164777109
@@ Property / OpenAlex ID: W3164777109 / rank @@
+Normal rank