Examples in Markov decision processes

DOI10.1142/P809MaRDI QIDQ2999786zbMATH OpenOpenAlexFDO

Authors A. B. Piunovskiy

Publication date 17 May 2011

Published in Series on Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/p809

zbMATH Keywords

linear programmingMarkov decision processdynamic programming principle

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov and semi-Markov decision processes (90C40)

Recommendations

• Markov decision processes with applications to finance.
• scientific article; zbMATH DE number 45269
• Markov decision processes with their applications
• Markov decision processes
• scientific article; zbMATH DE number 686687

Cited in

(19)

• Discounted Markov decision processes with fuzzy costs
• LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
• Randomized and relaxed strategies in continuous-time Markov decision processes
• Turnpikes in Finite Markov Decision Processes and Random Walk
• scientific article; zbMATH DE number 420890 (Why is no real title available?)
• A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
• Realizable strategies in continuous-time Markov decision processes
• Nash equilibria in a class of Markov stopping games with total reward criterion
• Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
• Derman's book as inspiration: some results on LP for MDPs
• scientific article; zbMATH DE number 7232794 (Why is no real title available?)
• Absorbing Markov decision processes
• Formalization of methods for the development of autonomous artificial intelligence systems
• scientific article; zbMATH DE number 5658801 (Why is no real title available?)
• scientific article; zbMATH DE number 3062442 (Why is no real title available?)
• Constrained Markov decision processes with expected total reward criteria
• An axiomatic approach to Markov decision processes
• Markov decision processes with risk-sensitive criteria: an overview

This page was built for publication: Examples in Markov decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2999786)