Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes

OR Spectrum ◽

10.1007/bf01720793 ◽

1987 ◽

Vol 9 (1) ◽

pp. 13-22 ◽

Author(s):

D. J. White

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Probabilistic Constraints ◽

Discounted Rewards ◽

Markov Decision ◽

Mean And Variance

Download Full-text

Markov Decision Processes with Discounted Rewards: Improved Successive Over-Relaxation Method

Advances in Information, Communication and Cybersecurity - Lecture Notes in Networks and Systems ◽

10.1007/978-3-030-91738-8_22 ◽

2022 ◽

pp. 229-238

Author(s):

Abdellatif Semmouri ◽

Mostafa Jourhmane ◽

Bahaa Eddine Elbaghazaoui

Keyword(s):

Markov Decision Processes ◽

Relaxation Method ◽

Decision Processes ◽

Discounted Rewards ◽

Markov Decision ◽

Successive Over Relaxation

Download Full-text

Markov Decision Processes with Discounted Rewards: New Action Elimination Procedure

Business Intelligence - Lecture Notes in Business Information Processing ◽

10.1007/978-3-030-76508-8_16 ◽

2021 ◽

pp. 223-238

Author(s):

Abdellatif Semmouri ◽

Mostafa Jourhmane ◽

Bahaa Eddine Elbaghazaoui

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Elimination Procedure ◽

Discounted Rewards ◽

Markov Decision

Download Full-text

Risk‐Sensitive Markov Decision Processes with Combined Metrics of Mean and Variance

Production and Operations Management ◽

10.1111/poms.13252 ◽

2020 ◽

Author(s):

Li Xia

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Risk Sensitive ◽

Markov Decision ◽

Mean And Variance

Download Full-text

On iterative optimization ol structured Markov decision processes with discounted rewards

Mathematische Operationsforschung und Statistik Series Optimization ◽

10.1080/02331938408842960 ◽

1984 ◽

Vol 15 (3) ◽

pp. 439-459 ◽

Author(s):

Marce Hendrikx ◽

Jo van Nunen ◽

Jaap Wessels

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Iterative Optimization ◽

Discounted Rewards ◽

Markov Decision

Download Full-text

Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces

Mathematics of Operations Research ◽

10.1287/moor.1060.0210 ◽

2007 ◽

Vol 32 (1) ◽

pp. 73-87 ◽

Author(s):

Xianping Guo

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Polish Spaces ◽

Discounted Rewards ◽

Markov Decision

Download Full-text

Finite horizon continuous-time Markov decision processes with mean and variance criteria

Discrete Event Dynamic Systems ◽

10.1007/s10626-018-0273-1 ◽

2018 ◽

Vol 28 (4) ◽

pp. 539-564 ◽

Author(s):

Yonghui Huang

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Finite Horizon ◽

Markov Decision ◽

Mean And Variance

Download Full-text

Learning Control of Dynamical Systems Based on Markov Decision Processes: Research Frontiers and Outlooks

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2012.00673 ◽

2012 ◽

Vol 38 (5) ◽

pp. 673-687 ◽

Author(s):

Xin XU ◽

Dong SHEN ◽

Yan-Qing GAO ◽

Kai WANG

Keyword(s):

Dynamical Systems ◽

Markov Decision Processes ◽

Learning Control ◽

Decision Processes ◽

Markov Decision ◽

Research Frontiers

Download Full-text

A Framework for Modeling Bounded Rationality: Mis-Specified Bayesian-Markov Decision Processes

SSRN Electronic Journal ◽

10.2139/ssrn.2710475 ◽

2016 ◽

Author(s):

Ignacio Esponda ◽

Demian Pouzo

Keyword(s):

Bounded Rationality ◽

Markov Decision Processes ◽

Decision Processes ◽

Markov Decision

Download Full-text

A Vector Minimum Superharmonic Approach to Solving Infinite-Horizon Discounted Markov Decision Processes

Journal of the Operational Research Society ◽

10.1038/sj/jors/0431109 ◽

1992 ◽

Vol 43 (11) ◽

pp. 1095-1102

Author(s):

D J White

Keyword(s):

Markov Decision Processes ◽

Infinite Horizon ◽

Decision Processes ◽

Markov Decision

Download Full-text

A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

SIAM Journal on Control and Optimization ◽

10.1137/19m1255811 ◽

2020 ◽

Vol 58 (4) ◽

pp. 2535-2566

Author(s):

François Dufour ◽

Alexandre Genadot

Keyword(s):

Convex Programming ◽

Markov Decision Processes ◽

Discrete Time ◽

Decision Processes ◽

Programming Approach ◽

Total Reward ◽

Markov Decision ◽

Reward Criterion

Download Full-text