Examples in Markov decision processes

DOI10.1142/P809zbMATH Open1300.60009OpenAlexW353798833MaRDI QIDQ2999786FDOQ2999786

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

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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)

Cited In (18)

• 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
• Turnpikes in Finite Markov Decision Processes and Random Walk
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• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
• Nash equilibria in a class of Markov stopping games with total reward criterion
• Constrained Markov Decision Processes with Expected Total Reward Criteria
• Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
• Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes
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• Absorbing Markov decision processes
• Formalization of methods for the development of autonomous artificial intelligence systems
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• Markov decision processes with risk-sensitive criteria: an overview
• An axiomatic approach to Markov decision processes
• Realizable Strategies in Continuous-Time Markov Decision Processes
• A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

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