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Search: subject:"Optimality equation"
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Decision
5
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Markov chain
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Markov-Kette
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Borel state space
4
Markov decision processes
4
Theorie
4
Theory
4
average cost optimality equation
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Mathematical programming
3
Mathematische Optimierung
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AMS Subject Classifications. Primary
2
Arrival time
2
Closed set
2
Constant average cost
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Continuous-time Markov decision processes
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Controlled Markov chains
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Convergence of the value iteration approximations
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Discrete-time zero-sum stochastic games
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Key words: Successive approximations
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Markov decision process
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Multiplicative optimality equation
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Optimality Equation
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Optimality equation
2
Schweitzer's Transformation
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Semi-Markov control models
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Strong simultaneous Doeblin condition
2
average optimal strategies
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bounded solutions to the risk-sensitive optimality equation
2
constant average cost
2
constant risk sensitivity
2
decomposing the state space
2
eliminating actions
2
expected discounted total rewards
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exponential utility function
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optimality equation
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policy iteration
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priority queues
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simultaneous Doeblin condition
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English
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Cavazos-Cadena, Rolando
6
Jaśkiewicz, Anna
4
Fernández-Gaucherand, Emmanuel
2
Groenevelt, Robin
2
Hu, Qiying
2
Koole, Ger
2
Nain, Philippe
2
Nowak, Andrzej S.
2
Wei, Qingda
2
Xia, Li
2
Xu, Chen
2
Chen, Xian
1
Glynn, Peter W.
1
Guo, Xianping
1
Guo, Xin
1
Liu, Qiuli
1
Ma, Shuai
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Ma, Xiaoteng
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Zhang, Luyao
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Computational Statistics
7
Mathematical Methods of Operations Research
7
4OR : a quarterly journal of operations research
2
European journal of operational research : EJOR
1
Operations research letters
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
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RePEc
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ECONIS (ZBW)
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11
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando
;
Cavazos-Cadena, Rolando
- In:
Computational Statistics
56
(
2002
)
2
,
pp. 181-196
the
optimality
equation
has a solution, it is shown that a nearly optimal stationary policy, as well as an approximation …
Persistent link: https://www.econbiz.de/10010759438
Saved in:
12
On the
optimality
equation
for zero-sum ergodic stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Computational Statistics
54
(
2001
)
2
,
pp. 291-301
. We prove under fairly general assumptions that the
optimality
equation
has a solution which is unique up to an additive …
Persistent link: https://www.econbiz.de/10010847619
Saved in:
13
An approximation approach to ergodic semi-Markov control processes
Jaśkiewicz, Anna
- In:
Mathematical Methods of Operations Research
54
(
2001
)
1
,
pp. 1-19
present a new algorithm for finding the solution to the average cost
optimality
equation
(ACOE). The algorithm makes use of a …
Persistent link: https://www.econbiz.de/10010999553
Saved in:
14
On the
optimality
equation
for zero-sum ergodic stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Mathematical Methods of Operations Research
54
(
2001
)
2
,
pp. 291-301
. We prove under fairly general assumptions that the
optimality
equation
has a solution which is unique up to an additive …
Persistent link: https://www.econbiz.de/10010999660
Saved in:
15
An approximation approach to ergodic semi-Markov control processes
Jaśkiewicz, Anna
- In:
Computational Statistics
54
(
2001
)
1
,
pp. 1-19
present a new algorithm for finding the solution to the average cost
optimality
equation
(ACOE). The algorithm makes use of a …
Persistent link: https://www.econbiz.de/10010759149
Saved in:
16
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
Cavazos-Cadena, Rolando
;
Fernández-Gaucherand, Emmanuel
- In:
Computational Statistics
49
(
1999
)
2
,
pp. 299-324
follows: If the constant risk-sensitivity coefficient is small enough, then an associated
optimality
equation
has a bounded …
Persistent link: https://www.econbiz.de/10010759565
Saved in:
17
The finiteness of the reward function and the optimal value function in Markov decision processes
Hu, Qiying
;
Xu, Chen
- In:
Computational Statistics
49
(
1999
)
2
,
pp. 255-266
function equals +∞ , −∞ or is finite, respectively. Furthermore, the validity of the
optimality
equation
is shown when its …
Persistent link: https://www.econbiz.de/10010847961
Saved in:
18
The finiteness of the reward function and the optimal value function in Markov decision processes
Hu, Qiying
;
Xu, Chen
- In:
Mathematical Methods of Operations Research
49
(
1999
)
2
,
pp. 255-266
, the validity of the
optimality
equation
is shown when its right hand side is well defined, especially, when it is …
Persistent link: https://www.econbiz.de/10010999967
Saved in:
19
Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
Cavazos-Cadena, Rolando
;
Fernández-Gaucherand, Emmanuel
- In:
Mathematical Methods of Operations Research
49
(
1999
)
2
,
pp. 299-324
follows: If the constant risk-sensitivity coefficient is small enough, then an associated
optimality
equation
has a bounded …
Persistent link: https://www.econbiz.de/10010999980
Saved in:
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