Consider a Markov decision process in the situation of discrete time, finite state space and finite action space. A positive probability for fading of the system is allowed. In this case, contraction properties of certain operators, used in Dynamic Programming, are strictly related to the spectral radius of the process. In this paper a method for estimating this spectral radius is proposed. The result can be extended immediately to the case in which the transition probability matrices are replaced by general nonnegative matrices
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
AbstractStrongly excessive functions play an important role in the theory of Markov decision process...
The first part of this survey paper is devoted to derive under rather weak conditions, which don't g...
Consider a Markov decision process in the situation of discrete time, finite state space and finite ...
Consider a Markov decision process in the situation of discrete time, finite state space and finite ...
Consider a Markov decision process in the situation of discrete time, finite state space and finite ...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
This paper is a revised and extended version of Memorandum COSOR 75-22 Strongly excessive functions ...
Abs t r ac t The statistical behavior of deterministic and stochastic dynamical sys-tems may be desc...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
AbstractStrongly excessive functions play an important role in the theory of Markov decision process...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
AbstractStrongly excessive functions play an important role in the theory of Markov decision process...
The first part of this survey paper is devoted to derive under rather weak conditions, which don't g...
Consider a Markov decision process in the situation of discrete time, finite state space and finite ...
Consider a Markov decision process in the situation of discrete time, finite state space and finite ...
Consider a Markov decision process in the situation of discrete time, finite state space and finite ...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
This paper is a revised and extended version of Memorandum COSOR 75-22 Strongly excessive functions ...
Abs t r ac t The statistical behavior of deterministic and stochastic dynamical sys-tems may be desc...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
Strongly excessive functions play an important role in the theory of Markov decision processes and M...
AbstractStrongly excessive functions play an important role in the theory of Markov decision process...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
AbstractStrongly excessive functions play an important role in the theory of Markov decision process...
The first part of this survey paper is devoted to derive under rather weak conditions, which don't g...