On the Expected Total Reward with Unbounded Returns for Markov Decision Processes

F. Dufour; A. Genadot

doi:10.1007/s00245-018-9533-6

On the Expected Total Reward with Unbounded Returns for Markov Decision Processes

Applied Mathematics & Optimization ◽

10.1007/s00245-018-9533-6 ◽

2018 ◽

Vol 82 (2) ◽

pp. 433-450

Author(s):

F. Dufour ◽

A. Genadot

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Total Reward ◽

Markov Decision

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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

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Markov Decision Processes and the Total Reward Criterion

Lecture Notes in Economics and Mathematical Systems - Risk-Averse Capacity Control in Revenue Management ◽

10.1007/978-3-540-73014-9_2 ◽

2007 ◽

pp. 19-27

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Total Reward ◽

Markov Decision ◽

Reward Criterion

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Constrained Markov Decision Processes with Expected Total Reward Criteria

SIAM Journal on Control and Optimization ◽

10.1137/19m1254829 ◽

2019 ◽

Vol 57 (5) ◽

pp. 3118-3136 ◽

Cited By ~ 1

Author(s):

Anna Jaśkiewicz ◽

Andrzej S. Nowak

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Total Reward ◽

Constrained Markov Decision Processes ◽

Markov Decision

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On Stationary Strategies in Countable State Total Reward Markov Decision Processes

Mathematics of Operations Research ◽

10.1287/moor.9.2.290 ◽

1984 ◽

Vol 9 (2) ◽

pp. 290-300 ◽

Cited By ~ 10

Author(s):

Jan van der Wal

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Total Reward ◽

Stationary Strategies ◽

Countable State ◽

Markov Decision

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Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes

Kybernetika ◽

10.14736/kyb-2019-1-0152 ◽

2019 ◽

pp. 152-165

Author(s):

Francisco J. González-Padilla ◽

Raúl Montes-de-Oca

Keyword(s):

Markov Decision Processes ◽

Stochastic Games ◽

Decision Processes ◽

Total Reward ◽

Markov Decision ◽

Reward Functions

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Benefit analysis for grid-connected photovoltaic system based on markov decision processes with expected total reward criterion

2009 4th IEEE Conference on Industrial Electronics and Applications ◽

10.1109/iciea.2009.5138586 ◽

2009 ◽

Cited By ~ 4

Author(s):

Ying-zi Li ◽

Luan Ru ◽

Jin-cang Niu

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Photovoltaic System ◽

Benefit Analysis ◽

Total Reward ◽

Markov Decision ◽

Reward Criterion

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Total reward criteria for unconstrained/constrained continuous-time Markov decision processes

Journal of Systems Science and Complexity ◽

10.1007/s11424-011-8004-9 ◽

2011 ◽

Vol 24 (3) ◽

pp. 491-505 ◽

Cited By ~ 2

Author(s):

Xianping Guo ◽

Lanlan Zhang

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Total Reward ◽

Markov Decision

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Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes

Mathematics of Operations Research ◽

10.1287/moor.1110.0525 ◽

2012 ◽

Vol 37 (1) ◽

pp. 129-153 ◽

Cited By ~ 16

Author(s):

Eugene A. Feinberg ◽

Uriel G. Rothblum

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Total Reward ◽

Markov Decision

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Multiple Objective Nonatomic Markov Decision Processes with Total Reward Criteria

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.2000.6819 ◽

2000 ◽

Vol 247 (1) ◽

pp. 45-66 ◽

Cited By ~ 9

Author(s):

Eugene A. Feinberg ◽

Aleksey B. Piunovskiy

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Multiple Objective ◽

Total Reward ◽

Markov Decision

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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 ◽

Cited By ~ 1

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

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