scholarly journals An Adaptive Sampling Algorithm for Solving Markov Decision Processes

2005 ◽  
Vol 53 (1) ◽  
pp. 126-139 ◽  
Author(s):  
Hyeong Soo Chang ◽  
Michael C. Fu ◽  
Jiaqiao Hu ◽  
Steven I. Marcus
Keyword(s):  
Markov Decision Processes ◽  
Adaptive Sampling ◽  
Decision Processes ◽  
Sampling Algorithm ◽  
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.

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