Fast convergence to state-action frequency polytopes for MDPs

DOI10.1016/J.ORL.2008.12.003MaRDI QIDQ1015315zbMATH OpenOpenAlexFDO

Authors Mathieu Tracol

Publication date 7 May 2009

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2008.12.003

zbMATH Keywords

Markov decision processespolytopesdeviation boundsstate-action frequencies

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 3240812 (Why is no real title available?)
• Finite state Markovian decision processes
• Hoeffding's inequality for uniformly ergodic Markov chains
• On the Empirical State-Action Frequencies in Markov Decision Processes Under General Policies
• Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality

Cited in

(3)

• Percentile queries in multi-dimensional Markov decision processes
• On the Empirical State-Action Frequencies in Markov Decision Processes Under General Policies
• Meet your expectations with guarantees: beyond worst-case synthesis in quantitative games

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