The relations among potentials, perturbation analysis, and Markov decision processes

DOI10.1023/A:1008260528575MaRDI QIDQ1389231zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Transition functions, generators and resolvents (60J35) Sensitivity (robustness) (93B35) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cited in

(17)

• A time aggregation approach to Markov decision processes
• Basic ideas for event-based optimization of Markov systems
• Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
• Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach
• A unified approach to Markov decision problems and performance sensitivity analysis
• A simultaneous perturbation weak derivative estimator for stochastic neural networks
• Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
• Optimization of a special case of continuous-time Markov decision processes with compact action set
• Sample-path optimality and variance-maximization for Markov decision processes
• Constrained continuous-time Markov decision processes with average criteria
• The control of a two-level Markov decision process by time aggregation
• Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
• Error bounds of optimization algorithms for semi-Markov decision processes
• On perturbation bounds for the joint stationary distribution of multivariate Markov chain models.
• Solving Markov decision processes via state space decomposition and time aggregation
• A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
• Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes

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