A probabilistic analysis of bias optimality in unichain Markov decision processes

DOI10.1109/9.898698MaRDI QIDQ4540190zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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• Bias optimality for multichain continuous-time Markov decision processes
• Approximate receding horizon approach for Markov decision processes: average reward case
• Continuous-time controlled Markov chains.
• Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
• Bias and variance approximation in value function estimates
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• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Mean-variance optimization of continuous time Markov decision processes
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

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