Variational characterizations in Markov decision processes (Q1077334)
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scientific article; zbMATH DE number 3956841
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| English | Variational characterizations in Markov decision processes |
scientific article; zbMATH DE number 3956841 |
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Variational characterizations in Markov decision processes (English)
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1986
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Variational characterizations and bounds for the solutions of systems of functional equations in discounted and undiscounted semi-Markov decision processes are obtained. Such upper and lower bounds can be used to measure the deviation of the current solution from optimality. The variational characterizations suggest numerical algorithms.
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Variational characterizations
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discounted and undiscounted semi-Markov decision processes
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0.8490191698074341
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0.8017700910568237
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0.781869649887085
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0.7807982563972473
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0.7773785591125488
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