Partial Order Reduction for Markov Decision Processes: A Survey

Author(s):  
Marcus Groesser ◽  
Christel Baier
1998 ◽  
Vol 35 (2) ◽  
pp. 293-302 ◽  
Author(s):  
Masami Kurano ◽  
Jinjie Song ◽  
Masanori Hosaka ◽  
Youqiang Huang

In the framework of discounted Markov decision processes, we consider the case that the transition probability varies in some given domain at each time and its variation is unknown or unobservable.To this end we introduce a new model, named controlled Markov set-chains, based on Markov set-chains, and discuss its optimization under some partial order.Also, a numerical example is given to explain the theoretical results and the computation.


1998 ◽  
Vol 35 (02) ◽  
pp. 293-302 ◽  
Author(s):  
Masami Kurano ◽  
Jinjie Song ◽  
Masanori Hosaka ◽  
Youqiang Huang

In the framework of discounted Markov decision processes, we consider the case that the transition probability varies in some given domain at each time and its variation is unknown or unobservable. To this end we introduce a new model, named controlled Markov set-chains, based on Markov set-chains, and discuss its optimization under some partial order. Also, a numerical example is given to explain the theoretical results and the computation.


1983 ◽  
Vol 20 (04) ◽  
pp. 835-842
Author(s):  
David Assaf

The paper presents sufficient conditions for certain functions to be convex. Functions of this type often appear in Markov decision processes, where their maximum is the solution of the problem. Since a convex function takes its maximum at an extreme point, the conditions may greatly simplify a problem. In some cases a full solution may be obtained after the reduction is made. Some illustrative examples are discussed.


Author(s):  
Takashi Tanaka ◽  
Henrik Sandberg ◽  
Mikael Skoglund

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