In this paper we consider a Markov decision process with countable state and time spaces. Rewards have the so called charge structure and the optimality criterion is the total expected reward. It is proved, that when an optimal decision rule is applied, the value of the state at time t converges for $ t \rightarrow \infty $ both to zero in L^1 norm and almost surely
The aim of this paper is to give an overview of recent developments in the area of successive approx...
In this paper we consider a completely ergodic Markov decision process with finite state and decisio...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...
In this paper we consider a Markov decision process with countable state and time spaces. Rewards ha...
In this paper we consider a Markov decision process with countable state and time spaces. Rewards ha...
In this report the same situation will be considered as in Hordijk, Dynamic programrrdng and Markov ...
Markovian decision processes are considered in the situation of discrete time. countable state space...
Markovian decision processes are considered in the situation of discrete time. countable state space...
An efficient algorithm for solving Markov decision problems is proposed. The value iteration method ...
This paper considers the two-person zero-sum Markov game with finite state and action spaces at the ...
This paper considers the two-person zero-sum Markov game with finite state and action spaces at the ...
It is showed in this paper that quasi-(super)martingales play an important role in the theory of Mar...
This paper presents a number of successive approximation algorithms for the repeated two-person zero...
Markov decision processes which allow for an unbounded reward structure are considered. Conditions a...
In this paper we consider the Markov decision process with finite state and action spaces at the cri...
The aim of this paper is to give an overview of recent developments in the area of successive approx...
In this paper we consider a completely ergodic Markov decision process with finite state and decisio...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...
In this paper we consider a Markov decision process with countable state and time spaces. Rewards ha...
In this paper we consider a Markov decision process with countable state and time spaces. Rewards ha...
In this report the same situation will be considered as in Hordijk, Dynamic programrrdng and Markov ...
Markovian decision processes are considered in the situation of discrete time. countable state space...
Markovian decision processes are considered in the situation of discrete time. countable state space...
An efficient algorithm for solving Markov decision problems is proposed. The value iteration method ...
This paper considers the two-person zero-sum Markov game with finite state and action spaces at the ...
This paper considers the two-person zero-sum Markov game with finite state and action spaces at the ...
It is showed in this paper that quasi-(super)martingales play an important role in the theory of Mar...
This paper presents a number of successive approximation algorithms for the repeated two-person zero...
Markov decision processes which allow for an unbounded reward structure are considered. Conditions a...
In this paper we consider the Markov decision process with finite state and action spaces at the cri...
The aim of this paper is to give an overview of recent developments in the area of successive approx...
In this paper we consider a completely ergodic Markov decision process with finite state and decisio...
AbstractThe following optimality principle is established for finite undiscounted or discounted Mark...