We consider Howard's policy iteration algorithm for multichained finite state and action Markov decision processes at the criterion of average reward per unit time. Using stopping times as has been done by Wessels in the total reward case we obtain a set of policy improvement stepst among which Gauss Seidel, which as we show give convergent algorithms and produce average optimal strategies
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
The running time of the classical algorithms of the Markov Decision Process (MDP) typically grows li...
AbstractThis paper deals with the average expected reward criterion for continuous-time Markov decis...
We study the policy iteration algorithm (PIA) for continuous-time jump Markov decision processes in ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
The running time of the classical algorithms of the Markov Decision Process (MDP) typically grows li...
AbstractThis paper deals with the average expected reward criterion for continuous-time Markov decis...
We study the policy iteration algorithm (PIA) for continuous-time jump Markov decision processes in ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
In this paper we address a basic problem that arises naturally in average-reward Markov decision pro...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
We consider the problem of finding an optimal policy in a Markov decision process that maximises the...