Identification of optimal policies in Markov decision processes

zbMATH Open1195.93148MaRDI QIDQ3585656FDOQ3585656

Karel Sladký

Publication date: 20 August 2010

Full work available at URL: https://eudml.org/doc/196935

zbMATH Keywords

finite state Markov decision processesdiscounted and average costselimination of suboptimal policies

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

Cites Work

• Dynamic programming, Markov chains, and the method of successive approximations
• Title not available (Why is that?)
• Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
• Action Elimination Procedures for Modified Policy Iteration Algorithms
• On Finding the Maximal Gain for Markov Decision Processes
• A modified dynamic programming method for Markovian decision problems
• Letter to the Editor—A Test for Suboptimal Actions in Markovian Decision Problems
• Technical Note—Bounds on the Gain of a Markov Decision Process
• Note—A Test for Nonoptimal Actions in Undiscounted Finite Markov Decision Chains
• Technical Note—Elimination of Suboptimal Actions in Markov Decision Problems
• Title not available (Why is that?)
• Uniform convergence of value iteration policies for discounted Markov decision processes
• Erratum—Tests for Suboptimal Actions in Discounted Markov Programming

Cited In (2)

• Detecting optimal and non-optimal actions in average-cost Markov decision processes
• Policy space identification in configurable environments

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