The relations among potentials, perturbation analysis, and Markov decision processes
DOI10.1023/A:1008260528575zbMATH Open1126.93332OpenAlexW184225095MaRDI QIDQ1389231FDOQ1389231
Authors: Xi-Ren Cao 
Publication date: 11 June 1998
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008260528575
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Sensitivity (robustness) (93B35) Transition functions, generators and resolvents (60J35) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)
Cited In (16)
- Error bounds of optimization algorithms for semi-Markov decision processes
- A simultaneous perturbation weak derivative estimator for stochastic neural networks
- Constrained continuous-time Markov decision processes with average criteria
- A time aggregation approach to Markov decision processes
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Basic ideas for event-based optimization of Markov systems
- The control of a two-level Markov decision process by time aggregation
- Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach
- On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
- A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
- Optimization of a special case of continuous-time Markov decision processes with compact action set
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
- A unified approach to Markov decision problems and performance sensitivity analysis
- Sample-path optimality and variance-maximization for Markov decision processes
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
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