On ordinal comparison of policies in Markov reward processes

DOI10.1023/B:JOTA.0000041736.82051.F1zbMATH Open1130.93434MaRDI QIDQ852153FDOQ852153

Authors: N. E. Zubov 

Publication date: 27 November 2006

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

large deviationsstochastic simulationsMarkov reward processesordinal comparisons

Mathematics Subject Classification ID

Large deviations (60F10) Discrete event control/observation systems (93C65) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Convergence of stochastic processes
• Markov chains and stochastic stability
• Adaptive Markov control processes
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• Hoeffding's inequality for uniformly ergodic Markov chains
• Ordinal optimisation and simulation
• On the convergence rate of ordinal comparisons of random variables

Cited In (1)

• On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation

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