Percentile performance criteria for limiting average Markov decision processes

DOI10.1109/9.362904zbMath0818.90129OpenAlexW2128723253MaRDI QIDQ4763758

Keith W. Ross, Dmitry Krass, Jerzy A. Filar

Publication date: 7 August 1995

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2328/26284

zbMATH Keywords

infinite-horizon Markov decision processeslong-run limiting average reward

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

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