Add to ORKGIn this paper we consider discounted Markov decision processes with finite state space and compact actions spaces. We present formulas for the variance of total expected discounted rewards along with its partial Laurent expansion. This enables to compare the obtained results with similar results for undiscounted models
We develop the asymptotic variance for Markov decision processes. Results are provided to express th...
AbstractIn the present paper the expected average reward criterion is considered instead of the aver...
AbstractTime Markov decision processes with countable states and actions continuous are discussed wi...
AbstractThis paper considers the question of under what circumstances average expected reward optima...
textabstractIn this paper we consider a (discrete-time) Markov decision chain with a denumerabloe st...
We study the problem of achieving a given value in Markov decision processes (MDPs) with several ind...
We consider a Markov decision process with both the expected limiting average, and the discounted to...
summary:This paper deals with a first passage mean-variance problem for semi-Markov decision process...
The article is devoted to second order optimality in Markov decision processes. Attention is primari...
summary:The article is devoted to Markov reward chains in discrete-time setting with finite state sp...
In this note we consider continuous-time Markov decision processes with finite state and actions spa...
We consider a discrete time Markov Decision Process with infinite horizon. The criterion to be maxim...
AbstractThis paper is concerned with the linear programming formulation of Markov decision processes...
summary:This paper is related to Markov Decision Processes. The optimal control problem is to minimi...
The article is devoted to Markov reward chains, in particular, attention is primarily focused on the...
We develop the asymptotic variance for Markov decision processes. Results are provided to express th...
AbstractIn the present paper the expected average reward criterion is considered instead of the aver...
AbstractTime Markov decision processes with countable states and actions continuous are discussed wi...
AbstractThis paper considers the question of under what circumstances average expected reward optima...
textabstractIn this paper we consider a (discrete-time) Markov decision chain with a denumerabloe st...
We study the problem of achieving a given value in Markov decision processes (MDPs) with several ind...
We consider a Markov decision process with both the expected limiting average, and the discounted to...
summary:This paper deals with a first passage mean-variance problem for semi-Markov decision process...
The article is devoted to second order optimality in Markov decision processes. Attention is primari...
summary:The article is devoted to Markov reward chains in discrete-time setting with finite state sp...
In this note we consider continuous-time Markov decision processes with finite state and actions spa...
We consider a discrete time Markov Decision Process with infinite horizon. The criterion to be maxim...
AbstractThis paper is concerned with the linear programming formulation of Markov decision processes...
summary:This paper is related to Markov Decision Processes. The optimal control problem is to minimi...
The article is devoted to Markov reward chains, in particular, attention is primarily focused on the...
We develop the asymptotic variance for Markov decision processes. Results are provided to express th...
AbstractIn the present paper the expected average reward criterion is considered instead of the aver...
AbstractTime Markov decision processes with countable states and actions continuous are discussed wi...