An analysis of transient Markov decision processes

DOI10.1239/JAP/1158784933MaRDI QIDQ5754674zbMATH OpenOpenAlexFDO

Authors Huw W. James, E. J. Collins

Publication date 23 August 2007

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1158784933

zbMATH Keywords

first passage problempolicy iterationpursuit problemstochastic shortest path problemvalue iteration

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(10)

• Markov and Markov reward model transient analysis: An overview of numerical approaches
• Optimal search from multiple distributions with infinite horizon
• Symbolic minimum expected time controller synthesis for probabilistic timed automata
• Robust shortest path planning and semicontractive dynamic programming
• scientific article; zbMATH DE number 5567885 (Why is no real title available?)
• Transient Analysis of Rewarded Continuous Time Markov Models by Regenerative Randomization with Laplace Transform Inversion
• Analysis for some properties of discrete time Markov decision processes
• Stability estimation of transient Markov decision processes
• Symbolic optimal expected time reachability computation and controller synthesis for probabilistic timed automata
• scientific article; zbMATH DE number 7730613 (Why is no real title available?)

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