Limiting Average Criteria For Nonstationary Markov Decision Processes
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Publication:2719239
DOI10.1137/S1052623499355235zbMath1010.90092MaRDI QIDQ2719239
Publication date: 21 June 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
rolling horizon algorithmoptimality equationsnonstationary Markov decision processeslimiting average \(\epsilon\)-optimal policieslimiting average criteria
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A semimartingale characterization of average optimal stationary policies for Markov decision processes ⋮ First passage problems for nonstationary discrete-time stochastic control systems ⋮ Another set of verifiable conditions for average Markov decision processes with Borel spaces ⋮ Unnamed Item ⋮ Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs ⋮ A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases ⋮ Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases ⋮ Another set of conditions for Markov decision processes with average sample-path costs ⋮ Average optimality for Markov decision processes in borel spaces: a new condition and approach
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