The nth-Order Bias Optimality for Multichain Markov Decision Processes

DOI10.1109/TAC.2007.915168MaRDI QIDQ4974149zbMATH OpenFDO

Authors Xi-Ren Cao, Junyu Zhang

Publication date 8 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2007.915168

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Cited in

(10)

• Bias optimality for multichain continuous-time Markov decision processes
• Mean-variance optimization of discrete time discounted Markov decision processes
• Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
• Optimization of Markov decision processes under the variance criterion
• Finding optimal memoryless policies of POMDPs under the expected average reward criterion
• A sensitivity-based construction approach to variance minimization of Markov decision processes
• Stochastic control via direct comparison
• Completion-of-squares: revisited and extended
• Recent advances in artificial autonomous decision systems and their applications
• Continuous-time Markov decision processes with nth-bias optimality criteria

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