On ordinal comparison of policies in Markov reward processes

DOI10.1023/B:JOTA.0000041736.82051.f1zbMath1130.93434MaRDI QIDQ852153

N. E. Zubov

Publication date: 27 November 2006

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

zbMATH Keywords

stochastic simulationslarge deviationsMarkov reward processesordinal comparisons

Mathematics Subject Classification ID

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

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Cites Work

• Unnamed Item
• 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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