Markov decision processes with exponentially representable discounting
From MaRDI portal
Publication:1002088
DOI10.1016/j.orl.2008.10.005zbMath1154.90610WikidataQ59313607 ScholiaQ59313607MaRDI QIDQ1002088
Publication date: 23 February 2009
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2008.10.005
Markov decision processes; hyperbolic discounting; discounted cost; general discounting function; mixed discounting
90C40: Markov and semi-Markov decision processes
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
Related Items
Partially observable Markov decision processes with partially observable random discount factors, Markov decision processes with state-dependent discount factors and unbounded rewards/costs, Exact decomposition approaches for Markov decision processes: a survey, Continuous-time Markov decision processes with state-dependent discount factors, Markov control models with unknown random state-action-dependent discount factors, Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies, A mean field absorbing control model for interacting objects systems, Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
Cites Work
