Pure Stationary Optimal Strategies in Markov Decision Processes

DOI10.1007/978-3-540-70918-3_18zbMATH Open1186.93043OpenAlexW1562671620MaRDI QIDQ3590933FDOQ3590933

Authors: Hugo Gimbert 

Publication date: 3 September 2007

Published in: STACS 2007 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-70918-3_18

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Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Discrete event control/observation systems (93C65)

Cited In (11)

• Strong 1-optimal stationary policies in denumerable Markov decision processes
• Games where you can play optimally with arena-independent finite memory
• Learning-based mean-payoff optimization in an unknown MDP under omega-regular constraints
• Synthesizing efficient systems in probabilistic environments
• Submixing and shift-invariant stochastic games
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Markov strategies
• Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets
• Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games
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