Reversible Markov Decision Processes with an Average-Reward Criterion

DOI10.1137/110844957MaRDI QIDQ4920265zbMATH OpenOpenAlexFDO

Authors Randy Cogill, Cheng Peng

Publication date 16 May 2013

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/110844957

zbMATH Keywords

Markov decision processesMetropolis--Hastings algorithmreversible Markov chains

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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(4)

• Reward revision and the average reward Markov decision process
• Reversible Markov decision processes and the Gaussian free field
• On the statistical thermodynamics of reversible communicating processes
• Mixed-integer programming for cycle detection in nonreversible Markov processes

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