A probabilistic analysis of bias optimality in unichain Markov decision processes

DOI10.1109/9.898698zbMATH Open1017.90121OpenAlexW2152650468MaRDI QIDQ4540190FDOQ4540190

Authors: Mark E. Lewis, Martin L. Puterman 

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5523c2574435cb8f39055660ccd341fc28d4cd06

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Mathematics Subject Classification ID

Queues and service in operations research (90B22) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited In (9)

• Bias optimality for multichain continuous-time Markov decision processes
• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Continuous-time controlled Markov chains.
• Bias and variance approximation in value function estimates
• Approximate receding horizon approach for Markov decision processes: average reward case
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
• Title not available (Why is that?)

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