scientific article; zbMATH DE number 4003938

MaRDI QIDQ3755250zbMATH OpenFDO

Authors Onésimo Hernández-Lerma

Publication date 1986

zbMATH Keywords

adaptive policiesapproximationasymptotically optimal policyinfinite-horizon discounted dynamic programmingPolish state and action spaces

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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• Adaptive control of Markov processes with incomplete state information and unknown parameters
• Reduced complexity dynamic programming based on policy iteration
• Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
• Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming
• Optimal adaptive policies for sequential allocation problems
• Adaptive policies for stochastic systems under a randomized discounted cost criterion
• Off-policy based adaptive dynamic programming method for nonzero-sum games on discrete-time system
• Complexity bounds for approximately solving discounted MDPs by value iterations
• Shrinking-horizon dynamic programming
• A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces
• The Parameter Iteration Method in Dynamic Programming
• Estimation and control in discounted stochastic dynamic programming
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• Discrete Event Dynamic Programming with Simultaneous Events
• Adaptive aggregation methods for infinite horizon dynamic programming
• Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
• The Compactness of a Policy Space in Dynamic Programming Via an Extension Theorem for Carathéodory Functions
• Dynamic policy programming
• Suboptimal solutions to dynamic optimization problems via approximations of the policy functions
• Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
• Approximate policy optimization and adaptive control in regression models
• Continuous state dynamic programming via nonexpansive approximation

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