Computing optimal policies for Markovian decision processes using simulation
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Cites work
- scientific article; zbMATH DE number 3906232 (Why is no real title available?)
- A Survey of Some Results in Stochastic Adaptive Control
- Adaptive Markov control processes
- Asymptotically efficient adaptive allocation schemes for controlled Markov chains: finite parameter space
- Computational comparison of value iteration algorithms for discounted Markov decision processes
- Finite state Markovian decision processes
- Nonstationary Markov decision problems with converging parameters
- Perturbation theory for Markov reward processes with applications to queueing systems
- Simulating Stable Stochastic Systems, I: General Multiserver Queues
- Simulating Stable Stochastic Systems, II: Markov Chains
- Using Simulation to Estimate First Passage Distribution
Cited in
(10)- Simulation‐based Uniform Value Function Estimates of Markov Decision Processes
- Simulation-based optimization of Markov reward processes
- Extrapolation of an Optimal Policy using Statistical Probabilistic Model Checking
- Automatic generation of efficient policy alternatives via simulation-optimization
- CONVERGENCE OF SIMULATION-BASED POLICY ITERATION
- Simulation-based optimization of Markov decision processes: an empirical process theory approach
- Simulation-based algorithms for Markov decision processes.
- Simulation optimization algorithms for SMDPs with parameterized randomized stationary policies
- Stochastic finite-state systems in control theory
- On confidence intervals from simulation of finite Markov chains
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