Results 151 to 160 of about 7,880,220 (196)

Variance-Penalized Markov Decision Processes

Mathematics of Operations Research, 1989
We 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

MARKOV DECISION PROCESSES

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.
openaire   +1 more source

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