On the Empirical State-Action Frequencies in Markov Decision Processes Under General Policies

DOI10.1287/MOOR.1050.0148zbMATH Open1082.90131OpenAlexW2136937392MaRDI QIDQ5704236FDOQ5704236

Shie Mannor, John N. Tsitsiklis

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1c93280ca091393d0653ef1e21874f761d6b3653

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zbMATH Keywords

large deviationsMarkov decision processesempirical measurestate-action frequencies

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Limit theorems in probability theory (60F99) Markov and semi-Markov decision processes (90C40)

Cited In (6)

• Fast convergence to state-action frequency polytopes for MDPs
• Fluctuation Bounds for the Max-Weight Policy with Applications to State Space Collapse
• NP-hardness of checking the unichain condition in average cost MDPs
• Simulation-based optimization of Markov decision processes: an empirical process theory approach
• Acceptable strategy profiles in stochastic games
• Stationary anonymous sequential games with undiscounted rewards

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