Markov control models with unknown random state-action-dependent discount factors
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Publication:889107
DOI10.1007/s11750-015-0360-5zbMath1327.90369OpenAlexW1975630619MaRDI QIDQ889107
Publication date: 6 November 2015
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-015-0360-5
minimax control systemsdiscounted optimalityestimation and control proceduresnon-constant discount factors
Minimax problems in mathematical programming (90C47) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Related Items (11)
Unnamed Item ⋮ Controlled Switching Diffusions Under Ambiguity: The Average Criterion ⋮ Zero-sum stochastic games with the average-value-at-risk criterion ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ An average-value-at-risk criterion for Markov decision processes with unbounded costs ⋮ Discrete-time control with non-constant discount factor ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ A mean field absorbing control model for interacting objects systems ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs ⋮ Zero-sum semi-Markov games with state-action-dependent discount factors ⋮ Partially observable Markov decision processes with partially observable random discount factors
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