On ordinal comparison of policies in Markov reward processes
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Publication:852153
DOI10.1023/B:JOTA.0000041736.82051.f1zbMath1130.93434MaRDI QIDQ852153
Publication date: 27 November 2006
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Discrete event control/observation systems (93C65) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Large deviations (60F10)
Related Items
Cites Work
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- Markov chains and stochastic stability
- Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
- Hoeffding's inequality for uniformly ergodic Markov chains
- Adaptive Markov control processes
- Ordinal optimisation and simulation
- On the convergence rate of ordinal comparisons of random variables
- Convergence of stochastic processes
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