Markov Decision Processes Applied to the Payment of Dividends of a Reserve Process

2018 ◽  
pp. 84-104
Author(s):  
Raúl Montes-de-Oca ◽  
Patricia Saavedra ◽  
Gabriel Zacarías-Espinoza ◽  
Daniel Cruz-Suárez
Keyword(s):  
Markov Decision Processes ◽  
Decision Processes ◽  
Markov Decision

Extreme-point solutions in Markov decision processes

1983 ◽  
Vol 20 (04) ◽  
pp. 835-842
Author(s):  
David Assaf
Keyword(s):  
Convex Function ◽  
Extreme Point ◽  
Markov Decision Processes ◽  
Convex Functions ◽  
Sufficient Conditions ◽  
Decision Processes ◽  
Markov Decision ◽  
Full Solution

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.

scholarly journals Transfer-Entropy-Regularized Markov Decision Processes

2021 ◽  
pp. 1-1
Author(s):  
Takashi Tanaka ◽  
Henrik Sandberg ◽  
Mikael Skoglund
Keyword(s):  
Markov Decision Processes ◽  
Decision Processes ◽  
Transfer Entropy ◽  
Markov Decision
Sign in / Sign up

Export Citation Format

Share Document