Results 121 to 130 of about 26,957 (159)
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On the Generation of Markov Decision Processes
Journal of the Operational Research Society, 1995Summary: Comparisons of the performance of solution algorithms for Markov decision processes rely heavily on problem generators to provide sizeable sets of test problems. Existing generation techniques allow little control over the properties of the test problems and often result in problems which are not typical of real-world examples.
Thomas Archibald
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Variance-Penalized Markov Decision Processes
Mathematics of Operations Research, 1989We consider a Markov decision process with both the expected limiting average, and the discounted total return criteria, appropriately modified to include a penalty for the variability in the stream of rewards. In both cases we formulate appropriate nonlinear programs in the space of state-action frequencies (averaged, or discounted) whose optimal ...
, L C M Kallenberg
exaly +4 more sources
Statistica Neerlandica, 1985
AbstractA review is presented of the development over the years of the theory and practical use of Markov decision processes. To this purpose three periods are considered: before 1966, from 1966 till 1972, and after 1973. In all 3 periods there has been some contribution from the Netherlands, but particularly in the last period the research in the ...
Wal, van der, J., Wessels, J.
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AbstractA review is presented of the development over the years of the theory and practical use of Markov decision processes. To this purpose three periods are considered: before 1966, from 1966 till 1972, and after 1973. In all 3 periods there has been some contribution from the Netherlands, but particularly in the last period the research in the ...
Wal, van der, J., Wessels, J.
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Online Markov Decision Processes
Mathematics of Operations Research, 2009We consider a Markov decision process (MDP) setting in which the reward function is allowed to change after each time step (possibly in an adversarial manner), yet the dynamics remain fixed. Similar to the experts setting, we address the question of how well an agent can do when compared to the reward achieved under the best stationary policy over ...
Eyal Even-Dar +2 more
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Monotonicity in a Markov Decision Process
Mathematics of Operations Research, 1988Concavity of optimal costs and monotonicity of optimal actions are established for a Markov decision problem in which state space and action space are ordered, but in which the cost functions do not possess properties commonly used to establish monotonicity.
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On constrained Markov decision processes
Operations Research Letters, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Risk-Constrained Markov Decision Processes
IEEE Transactions on Automatic Control, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Vivek S. Borkar, Rahul Jain 0002
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Competing Markov decision processes
Annals of Operations Research, 1991zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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