Approximate receding horizon approach for Markov decision processes: average reward case

Journal of Mathematical Analysis and Applications ◽

10.1016/s0022-247x(03)00506-7 ◽

2003 ◽

Vol 286 (2) ◽

pp. 636-651 ◽

Author(s):

Hyeong Soo Chang ◽

Steven I. Marcus

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Receding Horizon ◽

Markov Decision

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A unified approach to adaptive control of average reward Markov decision processes

OR Spectrum ◽

10.1007/bf01740510 ◽

1988 ◽

Vol 10 (3) ◽

pp. 161-166 ◽

Author(s):

G. Hübner

Keyword(s):

Adaptive Control ◽

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Unified Approach ◽

Markov Decision

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Relative Q-Learning for Average-Reward Markov Decision Processes with Continuous States

SSRN Electronic Journal ◽

10.2139/ssrn.3993508 ◽

2021 ◽

Author(s):

Xiangyu Yang ◽

Jiaqiao Hu ◽

Jianqiang Hu

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Continuous States ◽

Markov Decision

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Average Reward Reinforcement Learning for Semi-Markov Decision Processes

Neural Information Processing - Lecture Notes in Computer Science ◽

10.1007/978-3-319-70087-8_79 ◽

2017 ◽

pp. 768-777

Author(s):

Jiayuan Yang ◽

Yanjie Li ◽

Haoyao Chen ◽

Jiangang Li

Keyword(s):

Reinforcement Learning ◽

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Markov Decision

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RVI reinforcement learning for semi-Markov decision processes with average reward

2010 8th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2010.5554785 ◽

2010 ◽

Author(s):

Yanjie Li ◽

Fang Cao

Keyword(s):

Reinforcement Learning ◽

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Markov Decision

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Pseudometrics for State Aggregation in Average Reward Markov Decision Processes

Lecture Notes in Computer Science - Algorithmic Learning Theory ◽

10.1007/978-3-540-75225-7_30 ◽

2007 ◽

pp. 373-387 ◽

Author(s):

Ronald Ortner

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

State Aggregation ◽

Markov Decision

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Detection-averse optimal and receding-horizon control for Markov decision processes

10.1016/j.automatica.2020.109278 ◽

2020 ◽

Vol 122 ◽

pp. 109278

Author(s):

Nan Li ◽

Ilya Kolmanovsky ◽

Anouck Girard

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Receding Horizon Control ◽

Receding Horizon ◽

Markov Decision

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Approximate Receding Horizon Approach for Markov Decision Processes: Average Award Case

10.21236/ada438476 ◽

2002 ◽

Author(s):

Hyeong S. Chang ◽

Steven I. Marcus

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Receding Horizon ◽

Markov Decision

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The policy iteration algorithm for average reward Markov decision processes with general state space

IEEE Transactions on Automatic Control ◽

10.1109/9.650016 ◽

1997 ◽

Vol 42 (12) ◽

pp. 1663-1680 ◽

Author(s):

S.P. Meyn

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Policy Iteration ◽

Decision Processes ◽

Iteration Algorithm ◽

General State ◽

Average Reward ◽

Markov Decision ◽

Policy Iteration Algorithm ◽

General State Space

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On Average Reward Semi-Markov Decision Processes with a General Multichain Structure

Mathematics of Operations Research ◽

10.1287/moor.1030.0077 ◽

2004 ◽

Vol 29 (2) ◽

pp. 339-352 ◽

Author(s):

L. Jianyong ◽

Z. Xiaobo

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Markov Decision

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An improved algorithm for solving communicating average reward Markov decision processes

Annals of Operations Research ◽

10.1007/bf02055583 ◽

1991 ◽

Vol 28 (1) ◽

pp. 229-242 ◽

Author(s):

Moshe Haviv ◽

Martin L. Puterman

Keyword(s):

Markov Decision Processes ◽

Decision Processes ◽

Average Reward ◽

Markov Decision ◽

Improved Algorithm

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