Percentile performance criteria for limiting average Markov decision processes
DOI10.1109/9.362904zbMATH Open0818.90129OpenAlexW2128723253MaRDI QIDQ4763758FDOQ4763758
Authors: Dmitry Krass, Keith W. Ross, Jerzy Filar 
Publication date: 7 August 1995
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2328/26284
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)
Cited In (23)
- Time consistent dynamic risk measures
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- Quantile Markov Decision Processes
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs
- STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
- Percentile queries in multi-dimensional Markov decision processes
- Profit criteria involving risk in price setting of virtual products
- Value iteration methods in risk minimizing stopping problems
- Stochastic optimization of forward recursive functions
- Inventory models with minimal service level constraints
- Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
- Stochastic games with lexicographic objectives
- Stochastic games with disjunctions of multiple objectives
- Minimizing risk models in Markov decision processes with policies depending on target values
- Efficient algorithms for risk-sensitive Markov decision processes with limited budget
- Optimal policy for minimizing risk models in Markov decision processes
- Threshold probability of non-terminal type in finite horizon Markov decision processes
- Risk-constrained reinforcement learning with percentile risk criteria
- Optimal threshold probability in undiscounted Markov decision processes with a target set.
- Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
- Optimization models for the first arrival target distribution function in discrete time
- Meet your expectations with guarantees: beyond worst-case synthesis in quantitative games
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