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)

Recommendations

• Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
• Bias optimality for multichain continuous-time Markov decision processes
• Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs
• scientific article; zbMATH DE number 1786115
• Bias Optimality for Continuous-Time Controlled Markov Chains

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
• scientific article; zbMATH DE number 1786115 (Why is no real title available?)

This page was built for publication: A probabilistic analysis of bias optimality in unichain Markov decision processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540190)