AbstractWe consider the optimization of the variance of the sum of costs as well as that of an average expected cost in Markov decision processes with unbounded cost. In case of general state and action space, we find the stationary policy which makes the average variance as small as possible in the class of policies which are ε-optimal in an average expected cost
Time-average Markov decision problems are considered for the finite state and action spaces. Several...
We consider finite horizon Markov decision processes under performance measures that involve both th...
We consider a Markov decision process with both the expected limiting average, and the discounted to...
AbstractWe consider the optimization of the variance of the sum of costs as well as that of an avera...
This paper is concerned with the averagevariance of Markov decision processes with countable states ...
This paper is concerned with the averagevariance of Markov decision processes with countable states ...
summary:This paper deals with a first passage mean-variance problem for semi-Markov decision process...
This paper presents sufficient conditions for the existence of stationary optimal policies for avera...
In this note, we consider discrete-time Markov decision processes with finite state space. Recalling...
We give mild conditions for the existence of optimal solutions for a Markov decision problem with av...
For general state and action space Markov decision processes, we present sufficient conditions for t...
Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study ...
AbstractThis paper is a sequel to Kurano [1,2], in which average cost Markov decision process (MDPs)...
AbstractWe study a unichain Markov decision process i.e. a controlled Markov process whose state pro...
Optimality Inequalities for Average Cost Markov Decision Processes and the Optimality of (s,S) Polic...
Time-average Markov decision problems are considered for the finite state and action spaces. Several...
We consider finite horizon Markov decision processes under performance measures that involve both th...
We consider a Markov decision process with both the expected limiting average, and the discounted to...
AbstractWe consider the optimization of the variance of the sum of costs as well as that of an avera...
This paper is concerned with the averagevariance of Markov decision processes with countable states ...
This paper is concerned with the averagevariance of Markov decision processes with countable states ...
summary:This paper deals with a first passage mean-variance problem for semi-Markov decision process...
This paper presents sufficient conditions for the existence of stationary optimal policies for avera...
In this note, we consider discrete-time Markov decision processes with finite state space. Recalling...
We give mild conditions for the existence of optimal solutions for a Markov decision problem with av...
For general state and action space Markov decision processes, we present sufficient conditions for t...
Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study ...
AbstractThis paper is a sequel to Kurano [1,2], in which average cost Markov decision process (MDPs)...
AbstractWe study a unichain Markov decision process i.e. a controlled Markov process whose state pro...
Optimality Inequalities for Average Cost Markov Decision Processes and the Optimality of (s,S) Polic...
Time-average Markov decision problems are considered for the finite state and action spaces. Several...
We consider finite horizon Markov decision processes under performance measures that involve both th...
We consider a Markov decision process with both the expected limiting average, and the discounted to...
DOI
Add to ORKG