Search Results - subject:"Non-randomized policies"

Compactness of the space of non-randomized policies in countable-state sequential decision processes

Chen, Richard; Feinberg, Eugene - In: Computational Statistics 71 (2010) 2, pp. 307-323

For sequential decision processes with countable state spaces, we prove compactness of the set of strategic measures corresponding to nonrandomized policies. For the Borel state case, this set may not be compact (Piunovskiy, Optimal control of random sequences in problems with constraints....

Persistent link: https://www.econbiz.de/10010847644

Compactness of the space of non-randomized policies in countable-state sequential decision processes

Chen, Richard; Feinberg, Eugene - In: Mathematical Methods of Operations Research 71 (2010) 2, pp. 307-323

Persistent link: https://www.econbiz.de/10010999682

Non-randomized policies for constrained Markov decision processes

Chen, Richard; Feinberg, Eugene - In: Computational Statistics 66 (2007) 1, pp. 165-179

controlled by non-randomized policies. A dynamic programming approach is used to construct optimal policies. The convergence of …

Persistent link: https://www.econbiz.de/10010847733

Non-randomized policies for constrained Markov decision processes

Chen, Richard; Feinberg, Eugene - In: Mathematical Methods of Operations Research 66 (2007) 1, pp. 165-179

controlled by non-randomized policies. A dynamic programming approach is used to construct optimal policies. The convergence of …

Persistent link: https://www.econbiz.de/10010950147