Concurrent MDPs with Finite Markovian Policies

DOI10.1007/978-3-030-43024-5_3MaRDI QIDQ5014502zbMATH OpenOpenAlexFDO

Authors Peter Buchholz, Dimitri Scheftelowitsch

Publication date 8 December 2021

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-43024-5_3

zbMATH Keywords

integer linear programmingrobust optimizationoptimal policieslocal search heuristicsconcurrent Markov decision processes

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Integer programming (90C10) Markov and semi-Markov decision processes (90C40) Models and methods for concurrent and distributed computing (process algebras, bisimulation, transition nets, etc.) (68Q85)

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Cites work

• scientific article; zbMATH DE number 5685899 (Why is no real title available?)
• 50 Years of Integer Programming 1958-2008
• Computation of weighted sums of rewards for concurrent MDPs
• Light robustness in the optimization of Markov decision processes with uncertain parameters
• Markov Decision Processes with Imprecise Transition Probabilities
• Markovian Decision Processes with Uncertain Transition Probabilities
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• Robust Dynamic Programming
• Robust MDPs with \(k\)-rectangular uncertainty
• Robust Markov Decision Processes
• Robust product line design
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
• The Price of Robustness
• Updating the Inverse of a Matrix

Cited in

(3)

• Computation of weighted sums of rewards for concurrent MDPs
• A continuous-time Markov decision process for infrastructure surveillance
• Markov decision processes with delays and asynchronous cost collection

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