Singular control for discounted Markov Decision Processes in a general state space

IEEE Conference on Decision and Control and European Control Conference ◽

10.1109/cdc.2011.6160377 ◽

2011 ◽

Author(s):

O.L.V. Costa ◽

F. Dufour

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Singular Control ◽

Decision Processes ◽

General State ◽

Markov Decision ◽

General State Space

Download Full-text

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

Download Full-text

Approximation of Markov decision processes with general state space

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2011.11.015 ◽

2012 ◽

Vol 388 (2) ◽

pp. 1254-1267 ◽

Author(s):

F. Dufour ◽

T. Prieto-Rumeau

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Decision Processes ◽

General State ◽

Markov Decision ◽

General State Space

Download Full-text

Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2013889 ◽

2021 ◽

pp. 1-31

Author(s):

Subrata Golui ◽

Chandan Pal

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

General State ◽

Zero Sum Games ◽

Cost Criterion ◽

Risk Sensitive ◽

Markov Decision ◽

General State Space ◽

Download Full-text

Sensitive Criteria in Markov Decision Processes with a Borel State Space

Operations Research Proceedings - Operations Research Proceedings 1994 ◽

10.1007/978-3-642-79459-9_45 ◽

1995 ◽

pp. 250-254

Author(s):

Alexander Yushkevich

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Decision Processes ◽

Borel State Space ◽

Markov Decision

Download Full-text

Semiparametric Estimation of Markov Decision Processes with Continuous State Space

SSRN Electronic Journal ◽

10.2139/ssrn.1654335 ◽

2010 ◽

Author(s):

Sorawoot Srisuma ◽

Oliver B. Linton

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Semiparametric Estimation ◽

Decision Processes ◽

Continuous State Space ◽

Continuous State ◽

Markov Decision

Download Full-text

Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space

Operations Research Letters ◽

10.1016/j.orl.2014.03.001 ◽

2014 ◽

Vol 42 (3) ◽

pp. 238-245

Author(s):

Ilbin Lee ◽

Marina A. Epelman ◽

H. Edwin Romeijn ◽

Robert L. Smith

Keyword(s):

State Space ◽

Extreme Point ◽

Markov Decision Processes ◽

Infinite Horizon ◽

Decision Processes ◽

Finite State ◽

Markov Decision ◽

Finite State Space

Download Full-text

Discrete type shock semi-markov decision processes with borel state space

Optimization ◽

10.1080/02331939408843929 ◽

1994 ◽

Vol 28 (3-4) ◽

pp. 367-382

Author(s):

Qiying. Hu

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Decision Processes ◽

Borel State Space ◽

Markov Decision ◽

Download Full-text

The Optimal Observability of Partially Observable Markov Decision Processes: Discrete State Space

IEEE Transactions on Automatic Control ◽

10.1109/tac.2010.2074231 ◽

2010 ◽

Vol 55 (12) ◽

pp. 2793-2798 ◽

Author(s):

Mohammad Rezaeian ◽

Ba-Ngu Vo ◽

Jamie Scott Evans

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Decision Processes ◽

Discrete State ◽

Markov Decision ◽

Partially Observable Markov ◽

Partially Observable ◽

Discrete State Space

Download Full-text

Nonhomogeneous Markov Decision Processes with Borel State Space—The Average Criterion with Nonuniformly Bounded Rewards

Mathematics of Operations Research ◽

10.1287/moor.25.4.667.12119 ◽

2000 ◽

Vol 25 (4) ◽

pp. 667-678 ◽

Author(s):

Xianping Guo ◽

Jianyong Liu ◽

Ke Liu

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Decision Processes ◽

Borel State Space ◽

Average Criterion ◽

Markov Decision

Download Full-text

Recurrence conditions for Markov decision processes with Borel state space: A survey

Annals of Operations Research ◽

10.1007/bf02055573 ◽

1991 ◽

Vol 28 (1) ◽

pp. 29-46 ◽

Author(s):

Onésimo Hernández-Lerma ◽

RaÚl Montes-De-Oca ◽

Rolando Cavazos-Cadena

Keyword(s):

State Space ◽

Markov Decision Processes ◽

Decision Processes ◽

Borel State Space ◽

Markov Decision

Download Full-text